+214.4%
PDD vs AMT
+69.6%
+144.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +5.9% | +4.4% | +1.5% | +4.9% |
| 30D | +7.1% | +17.7% | -10.6% | +3.1% |
| 3M | -7.7% | +16.7% | -24.4% | -11.0% |
| 6M | -13.2% | +11.1% | -24.4% | -15.6% |
| YTD | -26.0% | +13.9% | -39.8% | -28.6% |
| 1Y | -38.4% | +12.5% | -50.9% | -40.5% |
| 3Y | -21.1% | +13.2% | -34.3% | -26.0% |
| 5Y | +0.3% | -17.9% | +18.2% | +0.4% |
| All | +214.4% | +69.6% | +144.8% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling