+197.4%
PDD vs AMP
+315.9%
-118.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.0% | +3.3% | -4.3% | -2.3% |
| 30D | -2.4% | +4.2% | -6.6% | -4.1% |
| 3M | -14.6% | -6.4% | -8.2% | -12.9% |
| 6M | -19.6% | +12.4% | -32.0% | -23.5% |
| YTD | -30.0% | +7.4% | -37.4% | -32.6% |
| 1Y | -42.5% | +14.7% | -57.2% | -46.1% |
| 3Y | -27.2% | +60.8% | -88.0% | -41.6% |
| 5Y | -8.2% | +83.4% | -91.6% | -30.3% |
| All | +197.4% | +315.9% | -118.5% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling