+489.1%
DDOG vs AMCR
+20.6%
+468.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +3.9% | -6.3% | +10.2% | +6.3% |
| 30D | -8.2% | -7.8% | -0.4% | -5.7% |
| 3M | -5.6% | +7.5% | -13.1% | -8.8% |
| 6M | +73.5% | +2.7% | +70.8% | +69.1% |
| YTD | +62.7% | +6.0% | +56.6% | +54.3% |
| 1Y | +59.0% | +7.8% | +51.2% | +49.5% |
| 3Y | +117.1% | +5.8% | +111.3% | +99.5% |
| 5Y | +61.3% | -11.6% | +72.9% | +63.7% |
| All | +489.1% | +20.6% | +468.5% | +352.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling