+50.6%
DDOG vs AME
+85.0%
-34.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -6.1% | +2.8% | -8.9% | -7.9% |
| 30D | -10.1% | -6.3% | -3.9% | -6.2% |
| 3M | -9.3% | +5.4% | -14.6% | -13.1% |
| 6M | +67.2% | +7.4% | +59.7% | +53.4% |
| YTD | +54.6% | +16.2% | +38.4% | +30.9% |
| 1Y | +54.1% | +26.8% | +27.3% | +19.7% |
| 3Y | +115.3% | +57.5% | +57.8% | +28.0% |
| 5Y | +50.6% | +84.8% | -34.2% | -26.7% |
| All | +50.6% | +85.0% | -34.4% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling