+61.7%
DDOG vs AMCR
-9.6%
+71.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +3.2% | -5.0% | +8.2% | +5.1% |
| 30D | -10.2% | -8.0% | -2.2% | -7.6% |
| 3M | -2.6% | +14.3% | -16.9% | -8.3% |
| 6M | +80.1% | +5.3% | +74.8% | +73.8% |
| YTD | +63.0% | +7.7% | +55.3% | +52.6% |
| 1Y | +59.4% | +10.8% | +48.5% | +46.5% |
| 3Y | +127.0% | +9.6% | +117.5% | +96.0% |
| 5Y | +61.7% | -10.2% | +71.9% | +66.2% |
| All | +61.7% | -9.6% | +71.3% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling