+378.3%
DDOG vs AMT
+5.1%
+373.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -16.9% | +0.4% | -17.3% | -17.2% |
| 30D | -38.8% | +3.7% | -42.5% | -39.9% |
| 3M | -23.2% | +10.7% | -33.9% | -26.6% |
| 6M | -10.3% | +9.3% | -19.5% | -14.3% |
| YTD | +32.1% | +10.9% | +21.1% | +23.9% |
| 1Y | -6.1% | +10.5% | -16.6% | -11.8% |
| 3Y | +79.2% | +15.5% | +63.7% | +52.4% |
| 5Y | -8.6% | -20.6% | +12.0% | -4.4% |
| All | +378.3% | +5.1% | +373.2% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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