+467.1%
DDOG vs AEM
+313.0%
+154.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -10.1% | -0.5% | -9.6% | -10.1% |
| 30D | -24.8% | +24.0% | -48.8% | -27.8% |
| 3M | -12.6% | +16.1% | -28.7% | -15.3% |
| 6M | +79.9% | -11.6% | +91.6% | +82.2% |
| YTD | +56.6% | +21.5% | +35.0% | +47.3% |
| 1Y | +61.6% | +39.2% | +22.4% | +47.0% |
| 3Y | +117.9% | +347.4% | -229.6% | +48.3% |
| 5Y | +54.2% | +290.1% | -235.9% | +5.9% |
| All | +467.1% | +313.0% | +154.0% | +252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling