+390.4%
DDOG vs AEM
+260.0%
+130.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -6.8% | +9.7% | +3.9% |
| 30D | -31.6% | +0.8% | -32.4% | -32.0% |
| 3M | -27.0% | -0.8% | -26.2% | -27.4% |
| 6M | -10.3% | -8.5% | -1.8% | -10.0% |
| YTD | +35.4% | +5.9% | +29.5% | +29.8% |
| 1Y | -1.0% | +6.6% | -7.6% | -5.3% |
| 3Y | +76.7% | +302.2% | -225.5% | +21.9% |
| 5Y | -4.6% | +250.8% | -255.4% | -33.7% |
| All | +390.4% | +260.0% | +130.4% | +210.4% |
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