+43.1%
DDOG vs AMIX
-100.0%
+143.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -20.0% | +23.4% | +3.6% |
| 7D | -2.3% | -8.1% | +5.8% | -2.2% |
| 30D | -35.8% | -52.3% | +16.4% | -35.3% |
| 3M | -25.3% | -83.8% | +58.5% | -23.8% |
| 6M | -8.9% | -79.0% | +70.1% | -10.9% |
| YTD | +35.6% | -87.2% | +122.8% | +32.8% |
| 1Y | -6.8% | -91.7% | +84.9% | -8.7% |
| All | +43.1% | -100.0% | +143.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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