-64.4%
TTD vs AMT
+12.4%
-76.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.1% |
| 7D | +19.9% | +1.6% | +18.3% | +19.4% |
| 30D | +27.6% | +4.5% | +23.2% | +26.0% |
| 3M | +15.2% | +13.8% | +1.4% | +11.0% |
| 6M | -33.2% | +10.0% | -43.2% | -35.1% |
| YTD | -59.4% | +11.8% | -71.1% | -61.7% |
| 1Y | -64.4% | +10.2% | -74.6% | -66.3% |
| All | -64.4% | +12.4% | -76.8% | -66.3% |
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