+379.4%
TTD vs AMP
+582.3%
-202.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.9% |
| 7D | +6.3% | +0.2% | +6.1% | +6.2% |
| 30D | -23.9% | -0.1% | -23.8% | -23.6% |
| 3M | -31.4% | +23.6% | -54.9% | -40.0% |
| 6M | -42.7% | +20.4% | -63.0% | -49.1% |
| YTD | -62.0% | +15.4% | -77.4% | -65.6% |
| 1Y | -72.2% | +11.0% | -83.2% | -74.3% |
| 3Y | -81.9% | +70.5% | -152.4% | -87.6% |
| 5Y | -81.5% | +121.4% | -202.9% | -88.9% |
| All | +379.4% | +582.3% | -202.9% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling