-72.2%
TTD vs AMT
-7.7%
-64.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.0% |
| 7D | +6.3% | -0.2% | +6.6% | +6.4% |
| 30D | -23.9% | +4.6% | -28.5% | -25.0% |
| 3M | -31.4% | -8.4% | -22.9% | -30.3% |
| 6M | -42.7% | -6.0% | -36.6% | -43.1% |
| YTD | -62.0% | +2.1% | -64.1% | -62.9% |
| 1Y | -72.2% | -6.4% | -65.8% | -72.3% |
| All | -72.2% | -7.7% | -64.5% | -72.3% |
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