+167.6%
AMAT vs DDOG
-3.5%
+171.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.4% | +2.7% | +5.2% |
| 7D | +7.0% | -2.3% | +9.3% | +7.9% |
| 30D | -20.6% | -35.8% | +15.2% | -11.1% |
| 3M | -24.8% | -25.3% | +0.5% | -19.4% |
| 6M | -10.7% | -8.9% | -1.9% | -11.1% |
| YTD | +54.3% | +35.6% | +18.7% | +31.7% |
| 1Y | +73.7% | -6.8% | +80.5% | +67.7% |
| 3Y | +168.4% | +77.9% | +90.5% | +99.5% |
| 5Y | +167.6% | -3.1% | +170.7% | +117.6% |
| All | +167.6% | -3.5% | +171.0% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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