+73.9%
DDOG vs AMDL
+117.8%
-43.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.7% | -12.9% | -2.3% |
| 7D | -6.1% | +19.9% | -26.0% | -7.7% |
| 30D | -10.1% | +6.3% | -16.4% | -10.9% |
| 3M | -9.3% | -9.9% | +0.6% | -10.8% |
| 6M | +67.2% | +394.3% | -327.1% | +27.8% |
| YTD | +54.6% | +257.3% | -202.7% | +20.7% |
| 1Y | +54.1% | +508.5% | -454.5% | +5.6% |
| All | +73.9% | +117.8% | -43.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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