+207.9%
PDD vs AMT
+52.1%
+155.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | -9.6% | +4.6% | -14.2% | -10.6% |
| 3M | -4.3% | -8.4% | +4.2% | -2.6% |
| 6M | -18.8% | -6.0% | -12.7% | -17.9% |
| YTD | -27.5% | +2.1% | -29.6% | -28.3% |
| 1Y | -33.6% | -6.4% | -27.3% | -33.1% |
| 3Y | -20.4% | +8.1% | -28.5% | -25.0% |
| 5Y | -19.6% | -31.9% | +12.3% | -16.2% |
| All | +207.9% | +52.1% | +155.8% | +217.0% |
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 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