-22.5%
PDD vs AMT
+10.5%
-33.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.9% |
| 7D | +5.6% | +0.5% | +5.1% | +5.6% |
| 30D | +5.8% | +13.6% | -7.8% | +5.1% |
| 3M | -8.6% | +11.5% | -20.1% | -9.2% |
| 6M | -18.8% | +6.9% | -25.8% | -19.3% |
| YTD | -26.8% | +10.8% | -37.6% | -27.0% |
| 1Y | -39.3% | +10.3% | -49.6% | -39.5% |
| 3Y | -22.5% | +12.4% | -34.9% | -27.4% |
| All | -22.5% | +10.5% | -33.0% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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