+467.1%
DDOG vs AMT
-3.2%
+470.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -10.1% | -0.2% | -9.9% | -10.0% |
| 30D | -24.8% | +4.6% | -29.4% | -26.2% |
| 3M | -12.6% | -8.4% | -4.1% | -10.2% |
| 6M | +79.9% | -6.0% | +86.0% | +82.2% |
| YTD | +56.6% | +2.1% | +54.5% | +52.4% |
| 1Y | +61.6% | -6.4% | +68.0% | +62.4% |
| 3Y | +117.9% | +8.1% | +109.8% | +89.3% |
| 5Y | +54.2% | -31.9% | +86.2% | +73.4% |
| All | +467.1% | -3.2% | +470.3% | +423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling