-10.7%
DDOG vs AME
+21.9%
-32.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -19.1% | -4.1% | -15.0% | -18.9% |
| 30D | -39.2% | -4.1% | -35.0% | -39.0% |
| 3M | -31.6% | -5.6% | -26.0% | -31.8% |
| 6M | -10.9% | +2.8% | -13.7% | -7.3% |
| YTD | +31.2% | +16.6% | +14.6% | +22.4% |
| 1Y | -10.7% | +21.1% | -31.8% | -18.8% |
| All | -10.7% | +21.9% | -32.6% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling