+42.4%
DDOG vs AMRZ
-17.7%
+60.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.3% |
| 7D | -2.3% | -5.5% | +3.2% | -2.9% |
| 30D | -35.8% | +15.6% | -51.5% | -35.2% |
| 3M | -25.3% | -12.1% | -13.2% | -25.5% |
| 6M | -8.9% | -19.4% | +10.6% | -9.2% |
| YTD | +35.6% | -21.9% | +57.5% | +34.7% |
| 1Y | -6.8% | -15.0% | +8.2% | -7.3% |
| All | +42.4% | -17.7% | +60.1% | +41.8% |
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