+19.8%
DDOG vs AMP
+18.6%
+1.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.5% | -18.9% | -13.4% |
| 7D | -32.2% | +7.7% | -39.9% | -31.1% |
| 30D | -31.7% | +6.6% | -38.3% | -30.7% |
| 3M | -34.5% | -4.7% | -29.8% | -34.0% |
| 6M | +28.7% | +12.9% | +15.7% | +30.7% |
| YTD | +38.8% | +8.6% | +30.2% | +34.0% |
| 1Y | +19.8% | +18.2% | +1.6% | +13.3% |
| All | +19.8% | +18.6% | +1.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling