-84.0%
TTD vs AMP
+64.9%
-148.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -4.6% | 0.0% | -4.6% | -4.5% |
| 30D | +3.7% | -1.0% | +4.7% | +4.4% |
| 3M | -30.2% | +23.2% | -53.5% | -38.5% |
| 6M | -51.4% | +20.4% | -71.8% | -56.6% |
| YTD | -63.4% | +13.6% | -77.1% | -66.5% |
| 1Y | -73.5% | +13.4% | -86.9% | -75.8% |
| All | -84.0% | +64.9% | -148.9% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling