+390.4%
DDOG vs AMBA
-6.1%
+396.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.3% |
| 7D | +2.9% | +2.7% | +0.2% | +1.9% |
| 30D | -31.6% | -2.2% | -29.4% | -30.9% |
| 3M | -27.0% | -26.6% | -0.3% | -19.3% |
| 6M | -10.3% | -26.8% | +16.5% | -6.8% |
| YTD | +35.4% | -15.1% | +50.6% | +30.9% |
| 1Y | -1.0% | -32.3% | +31.3% | +2.7% |
| 3Y | +76.7% | +19.8% | +56.8% | +31.5% |
| 5Y | -4.6% | -69.2% | +64.6% | +6.1% |
| All | +390.4% | -6.1% | +396.6% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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