+42.4%
DDOG vs AMRZ
-19.3%
+61.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | -0.2% |
| 7D | +5.6% | -4.0% | +9.7% | +5.2% |
| 30D | -34.9% | +12.4% | -47.3% | -34.5% |
| 3M | -23.4% | -11.5% | -11.9% | -23.7% |
| 6M | -7.7% | -21.6% | +13.9% | -8.4% |
| YTD | +35.6% | -23.4% | +59.0% | +34.5% |
| 1Y | -3.4% | -17.2% | +13.8% | -4.1% |
| All | +42.4% | -19.3% | +61.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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