+207.9%
PDD vs AMP
+346.8%
-138.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -9.6% | -0.1% | -9.5% | -9.7% |
| 3M | -4.3% | +23.6% | -27.8% | -11.7% |
| 6M | -18.8% | +20.4% | -39.1% | -24.5% |
| YTD | -27.5% | +15.4% | -42.9% | -31.8% |
| 1Y | -33.6% | +11.0% | -44.6% | -36.8% |
| 3Y | -20.4% | +70.5% | -90.9% | -37.4% |
| 5Y | -19.6% | +121.4% | -141.0% | -42.1% |
| All | +207.9% | +346.8% | -138.9% | +86.0% |
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