-13.6%
PDD vs AMT
-15.7%
+2.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | -4.9% | +1.5% | -6.4% | -5.2% |
| 30D | -3.0% | +6.8% | -9.9% | -4.7% |
| 3M | -6.2% | +11.2% | -17.4% | -8.8% |
| 6M | -20.7% | +12.5% | -33.2% | -23.3% |
| YTD | -30.4% | +12.5% | -42.9% | -32.9% |
| 1Y | -41.3% | +10.1% | -51.4% | -43.1% |
| 3Y | -27.7% | +16.0% | -43.7% | -34.8% |
| All | -13.6% | -15.7% | +2.1% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling