+375.1%
DDOG vs AME
+177.3%
+197.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -19.1% | -4.1% | -15.0% | -16.8% |
| 30D | -39.2% | -4.1% | -35.0% | -37.3% |
| 3M | -31.6% | -5.6% | -26.0% | -29.0% |
| 6M | -10.9% | +2.8% | -13.7% | -12.2% |
| YTD | +31.2% | +16.6% | +14.6% | +17.1% |
| 1Y | -10.7% | +21.1% | -31.8% | -22.2% |
| 3Y | +72.1% | +61.1% | +11.0% | +23.3% |
| 5Y | -5.5% | +76.6% | -82.1% | -36.3% |
| All | +375.1% | +177.3% | +197.8% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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