+467.1%
DDOG vs AME
+176.2%
+290.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.7% |
| 7D | -10.1% | +0.6% | -10.8% | -10.5% |
| 30D | -24.8% | -6.7% | -18.1% | -21.9% |
| 3M | -12.6% | +4.1% | -16.7% | -14.8% |
| 6M | +79.9% | +1.6% | +78.4% | +74.7% |
| YTD | +56.6% | +16.1% | +40.4% | +39.2% |
| 1Y | +61.6% | +27.3% | +34.2% | +35.1% |
| 3Y | +117.9% | +50.9% | +67.0% | +61.7% |
| 5Y | +54.2% | +81.4% | -27.1% | +2.1% |
| All | +467.1% | +176.2% | +290.9% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling