-14.9%
PDD vs AMP
+72.3%
-87.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -9.6% | -0.1% | -9.5% | -9.7% |
| 3M | -4.3% | +23.6% | -27.8% | -9.7% |
| 6M | -18.8% | +20.4% | -39.1% | -23.0% |
| YTD | -27.5% | +15.4% | -42.9% | -30.7% |
| 1Y | -33.6% | +11.0% | -44.6% | -36.1% |
| All | -14.9% | +72.3% | -87.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling