+76.9%
DDOG vs AME
+63.5%
+13.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | +5.6% | +8.1% | -2.4% | +2.1% |
| 30D | -34.9% | -3.8% | -31.1% | -33.5% |
| 3M | -23.4% | -6.6% | -16.8% | -21.1% |
| 6M | -7.7% | +4.6% | -12.3% | -8.6% |
| YTD | +35.6% | +17.9% | +17.7% | +22.6% |
| 1Y | -3.4% | +23.2% | -26.6% | -15.0% |
| All | +76.9% | +63.5% | +13.4% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling