+490.5%
DDOG vs AEM
+296.8%
+193.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.1% |
| 7D | +3.2% | -5.0% | +8.3% | +4.1% |
| 30D | -10.2% | +8.5% | -18.6% | -11.6% |
| 3M | -2.6% | +29.3% | -31.9% | -7.4% |
| 6M | +80.1% | -12.9% | +93.1% | +82.8% |
| YTD | +63.0% | +16.8% | +46.3% | +54.4% |
| 1Y | +59.4% | +29.8% | +29.5% | +46.9% |
| 3Y | +127.0% | +336.7% | -209.7% | +54.9% |
| 5Y | +61.7% | +299.9% | -238.3% | +9.9% |
| All | +490.5% | +296.8% | +193.7% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling