+125.1%
DDOG vs AMT
+10.5%
+114.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +2.1% |
| 7D | -23.9% | +0.5% | -24.4% | -23.7% |
| 30D | -34.0% | +13.6% | -47.6% | -32.9% |
| 3M | -21.9% | +11.5% | -33.4% | -20.7% |
| 6M | +24.6% | +6.9% | +17.6% | +26.0% |
| YTD | +31.7% | +10.8% | +20.8% | +34.0% |
| 1Y | -6.2% | +10.3% | -16.5% | -4.5% |
| 3Y | +125.1% | +12.4% | +112.7% | +137.5% |
| All | +125.1% | +10.5% | +114.6% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling