+64.3%
DDOG vs AMP
+118.1%
-53.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +7.7% |
| 7D | +7.7% | 0.0% | +7.7% | +7.6% |
| 30D | -13.6% | -1.0% | -12.6% | -13.2% |
| 3M | -0.9% | +23.2% | -24.2% | -13.4% |
| 6M | +75.2% | +20.4% | +54.8% | +53.9% |
| YTD | +65.7% | +13.6% | +52.0% | +48.8% |
| 1Y | +60.4% | +13.4% | +47.0% | +43.5% |
| 3Y | +130.7% | +66.5% | +64.2% | +44.2% |
| All | +64.3% | +118.1% | -53.8% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling