+76.9%
DDOG vs AMT
+15.8%
+61.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | +5.6% | -2.2% | +7.8% | +5.3% |
| 30D | -34.9% | +5.8% | -40.7% | -34.3% |
| 3M | -23.4% | +12.6% | -36.0% | -22.2% |
| 6M | -7.7% | +8.3% | -16.0% | -6.6% |
| YTD | +35.6% | +11.4% | +24.2% | +38.0% |
| 1Y | -3.4% | +7.7% | -11.1% | -2.2% |
| All | +76.9% | +15.8% | +61.2% | +67.6% |
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