+42.2%
DDOG vs AMRZ
-19.2%
+61.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.1% |
| 7D | +2.9% | -2.1% | +4.9% | +2.6% |
| 30D | -31.6% | +13.0% | -44.6% | -31.1% |
| 3M | -27.0% | -12.1% | -14.9% | -27.3% |
| 6M | -10.3% | -19.1% | +8.8% | -10.7% |
| YTD | +35.4% | -23.3% | +58.7% | +34.3% |
| 1Y | -1.0% | -16.6% | +15.6% | -1.7% |
| All | +42.2% | -19.2% | +61.4% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling