+76.2%
DDOG vs AMDL
+95.0%
-18.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.0% | -1.7% |
| 7D | -10.1% | +4.5% | -14.7% | -10.5% |
| 30D | -24.8% | -4.4% | -20.4% | -24.8% |
| 3M | -12.6% | -30.5% | +17.9% | -12.1% |
| 6M | +79.9% | +300.9% | -220.9% | +40.8% |
| YTD | +56.6% | +219.9% | -163.4% | +23.6% |
| 1Y | +61.6% | +374.7% | -313.1% | +14.2% |
| All | +76.2% | +95.0% | -18.9% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling