-6.4%
DDOG vs AMC
-99.3%
+92.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | -23.9% | +2.6% | -26.5% | -24.3% |
| 30D | -34.0% | +9.0% | -43.0% | -34.9% |
| 3M | -21.9% | +22.2% | -44.1% | -24.6% |
| 6M | +24.6% | +91.5% | -66.9% | +10.6% |
| YTD | +31.7% | +101.3% | -69.6% | +14.9% |
| 1Y | -6.2% | +20.8% | -26.9% | -12.3% |
| 3Y | +125.1% | -71.3% | +196.4% | +140.2% |
| All | -6.4% | -99.3% | +92.8% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling