+459.9%
DDOG vs AMCR
+26.4%
+433.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.6% |
| 7D | -6.1% | -1.8% | -4.2% | -5.5% |
| 30D | -10.1% | -6.0% | -4.1% | -8.3% |
| 3M | -9.3% | +18.9% | -28.2% | -15.5% |
| 6M | +67.2% | +5.7% | +61.5% | +61.5% |
| YTD | +54.6% | +11.1% | +43.5% | +44.3% |
| 1Y | +54.1% | +14.4% | +39.6% | +41.7% |
| 3Y | +115.3% | +13.0% | +102.3% | +92.9% |
| 5Y | +50.6% | -7.5% | +58.2% | +50.5% |
| All | +459.9% | +26.4% | +433.5% | +322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling