+376.8%
DDOG vs AMBA
-8.6%
+385.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | +0.5% |
| 7D | -23.9% | -7.2% | -16.7% | -21.9% |
| 30D | -34.0% | -10.4% | -23.6% | -31.3% |
| 3M | -21.9% | -30.1% | +8.2% | -12.5% |
| 6M | +24.6% | -22.4% | +47.0% | +26.7% |
| YTD | +31.7% | -17.3% | +49.0% | +28.4% |
| 1Y | -6.2% | -35.4% | +29.2% | -1.1% |
| 3Y | +125.1% | +18.6% | +106.4% | +68.1% |
| 5Y | -3.5% | -69.8% | +66.3% | +8.0% |
| All | +376.8% | -8.6% | +385.4% | +228.9% |
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