+489.1%
DDOG vs AME
+181.0%
+308.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -2.0% |
| 7D | +3.9% | +1.7% | +2.1% | +2.8% |
| 30D | -8.2% | -6.4% | -1.7% | -4.9% |
| 3M | -5.6% | +7.1% | -12.6% | -9.4% |
| 6M | +73.5% | +8.2% | +65.3% | +62.5% |
| YTD | +62.7% | +18.2% | +44.5% | +43.1% |
| 1Y | +59.0% | +26.7% | +32.2% | +33.4% |
| 3Y | +117.1% | +60.7% | +56.4% | +55.1% |
| 5Y | +61.3% | +91.6% | -30.3% | +4.1% |
| All | +489.1% | +181.0% | +308.1% | +194.7% |
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