-3.6%
DDOG vs AMCR
-9.1%
+5.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -2.4% | +5.2% | +3.6% |
| 30D | -31.6% | +3.6% | -35.2% | -33.0% |
| 3M | -27.0% | -4.2% | -22.8% | -26.6% |
| 6M | -10.3% | +15.5% | -25.8% | -17.1% |
| YTD | +35.4% | +9.7% | +25.7% | +24.7% |
| 1Y | -1.0% | +8.3% | -9.3% | -8.2% |
| 3Y | +76.7% | +15.4% | +61.3% | +45.6% |
| All | -3.6% | -9.1% | +5.5% | -2.1% |
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