+42.9%
DDOG vs AMIX
-100.0%
+142.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | +2.9% | -9.9% | +12.7% | +2.9% |
| 30D | -31.6% | -52.8% | +21.1% | -31.0% |
| 3M | -27.0% | -80.0% | +53.0% | -25.7% |
| 6M | -10.3% | -80.2% | +69.9% | -12.3% |
| YTD | +35.4% | -88.1% | +123.6% | +32.7% |
| 1Y | -1.0% | -91.1% | +90.1% | -2.9% |
| All | +42.9% | -100.0% | +142.9% | +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