+64.4%
DDOG vs AMRZ
-13.6%
+78.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -10.1% | -1.9% | -8.2% | -10.2% |
| 30D | -24.8% | -16.9% | -7.9% | -25.4% |
| 3M | -12.6% | -19.2% | +6.6% | -13.5% |
| 6M | +79.9% | -29.3% | +109.2% | +78.0% |
| YTD | +56.6% | -18.0% | +74.5% | +55.4% |
| 1Y | +61.6% | -15.1% | +76.7% | +59.0% |
| All | +64.4% | -13.6% | +78.0% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling