+365.0%
DDOG vs AMBA
-13.9%
+378.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.4% | +2.0% | -4.4% |
| 7D | -34.3% | -14.6% | -19.8% | -30.6% |
| 30D | -37.2% | -18.8% | -18.5% | -32.5% |
| 3M | -38.3% | -32.6% | -5.7% | -30.2% |
| 6M | +19.8% | -25.8% | +45.6% | +23.6% |
| YTD | +28.4% | -22.1% | +50.5% | +27.8% |
| 1Y | +12.7% | -36.2% | +48.9% | +19.4% |
| 3Y | +112.8% | +10.0% | +102.8% | +63.3% |
| 5Y | -5.9% | -71.6% | +65.7% | +7.4% |
| All | +365.0% | -13.9% | +378.8% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling