+121.1%
DDOG vs AEM
+344.0%
-222.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +7.1% |
| 7D | +7.7% | +3.0% | +4.7% | +7.6% |
| 30D | -13.6% | +12.5% | -26.1% | -14.0% |
| 3M | -0.9% | +26.9% | -27.9% | -2.0% |
| 6M | +75.2% | -9.4% | +84.7% | +76.5% |
| YTD | +65.7% | +20.3% | +45.4% | +60.9% |
| 1Y | +60.4% | +33.8% | +26.6% | +53.8% |
| All | +121.1% | +344.0% | -222.9% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling