-72.0%
TTD vs AMT
+13.5%
-85.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.2% | +1.8% |
| 7D | +3.7% | +6.0% | -2.4% | +2.1% |
| 30D | +10.4% | +20.1% | -9.7% | +4.5% |
| 3M | -31.6% | +12.4% | -44.0% | -33.8% |
| 6M | -45.1% | +9.9% | -55.0% | -46.8% |
| YTD | -65.1% | +14.4% | -79.5% | -67.4% |
| 1Y | -72.0% | +12.4% | -84.4% | -73.8% |
| All | -72.0% | +13.5% | -85.5% | -73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling