+489.1%
DDOG vs AMP
+326.5%
+162.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | -8.2% | -1.3% | -6.9% | -7.7% |
| 3M | -5.6% | +24.2% | -29.8% | -14.4% |
| 6M | +73.5% | +24.6% | +48.9% | +56.1% |
| YTD | +62.7% | +14.8% | +47.8% | +50.5% |
| 1Y | +59.0% | +12.8% | +46.2% | +47.9% |
| 3Y | +117.1% | +69.0% | +48.2% | +65.3% |
| 5Y | +61.3% | +124.9% | -63.6% | +9.9% |
| All | +489.1% | +326.5% | +162.6% | +188.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling