+126.7%
AMAT vs DDOG
-3.9%
+130.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.5% |
| 7D | -14.7% | -23.9% | +9.2% | -8.5% |
| 30D | -36.1% | -34.0% | -2.1% | -29.0% |
| 3M | -36.9% | -21.9% | -14.9% | -33.4% |
| 6M | -22.2% | +24.6% | -46.8% | -30.2% |
| YTD | +29.9% | +31.7% | -1.7% | +11.6% |
| 1Y | +43.3% | -6.2% | +49.4% | +37.6% |
| 3Y | +142.7% | +125.1% | +17.6% | +64.6% |
| All | +126.7% | -3.9% | +130.6% | +88.1% |
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