-80.8%
TTD vs AMP
+118.7%
-199.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -7.4% | -2.0% | -5.4% | -5.7% |
| 30D | +3.0% | -1.7% | +4.7% | +4.7% |
| 3M | -27.6% | +23.2% | -50.8% | -39.4% |
| 6M | -49.5% | +22.2% | -71.7% | -57.6% |
| YTD | -63.2% | +14.0% | -77.2% | -67.6% |
| 1Y | -69.7% | +14.0% | -83.7% | -73.5% |
| 3Y | -83.3% | +67.0% | -150.3% | -90.8% |
| 5Y | -80.8% | +123.2% | -204.0% | -92.2% |
| All | -80.8% | +118.7% | -199.5% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling