-6.2%
DDOG vs AMDL
+62.4%
-68.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +22.3% | -19.7% | +0.5% |
| 7D | -23.9% | -26.2% | +2.3% | -22.4% |
| 30D | -34.0% | -57.1% | +23.1% | -30.5% |
| 3M | -21.9% | -29.8% | +7.9% | -19.9% |
| 6M | +24.6% | -22.2% | +46.8% | +24.3% |
| YTD | +31.7% | +142.1% | -110.5% | +8.8% |
| 1Y | -6.2% | +85.8% | -92.0% | -20.2% |
| All | -6.2% | +62.4% | -68.6% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling