+121.1%
DDOG vs AMCR
+8.5%
+112.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.7% | +9.9% | +7.4% |
| 7D | +7.7% | -6.3% | +13.9% | +8.4% |
| 30D | -13.6% | -7.1% | -6.5% | -13.0% |
| 3M | -0.9% | +12.7% | -13.6% | -2.6% |
| 6M | +75.2% | +5.2% | +70.1% | +74.0% |
| YTD | +65.7% | +8.1% | +57.6% | +61.6% |
| 1Y | +60.4% | +11.7% | +48.7% | +54.9% |
| All | +121.1% | +8.5% | +112.6% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling