+558.4%
AMAT vs DDOG
+332.7%
+225.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.5% | -6.1% | -11.6% |
| 7D | -24.3% | -34.3% | +10.0% | -15.5% |
| 30D | -39.8% | -37.2% | -2.5% | -32.1% |
| 3M | -40.2% | -38.3% | -1.8% | -33.2% |
| 6M | -22.1% | +19.8% | -41.9% | -29.4% |
| YTD | +24.7% | +28.4% | -3.7% | +8.0% |
| 1Y | +33.3% | +12.7% | +20.6% | +18.7% |
| 3Y | +133.9% | +112.8% | +21.0% | +65.2% |
| 5Y | +117.1% | -5.9% | +122.9% | +79.6% |
| All | +558.4% | +332.7% | +225.7% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling