Auditing differential privacy has emerged as an important area of research that supports the design of privacy-preserving mechanisms. Privacy audits help to obtain empirical estimates of the privacy parameter, to expose flawed implementations of algorithms and to compare practical with theoretical privacy guarantees. In this work, we investigate an unexplored facet of privacy auditing: the sustained auditing of a mechanism that can go through changes during its development or deployment. Monitoring the privacy of algorithms over time comes with specific challenges. Running state-of-the-art (static) auditors repeatedly requires excessive sampling efforts, while the reliability of such methods deteriorates over time without proper adjustments. To overcome these obstacles, we present a new monitoring procedure that extracts information from the entire deployment history of the algorithm. This allows us to reduce sampling efforts, while sustaining reliable outcomes of our auditor. We derive formal guarantees with regard to the soundness of our methods and evaluate their performance for important mechanisms from the literature. Our theoretical findings and experiments demonstrate the efficacy of our approach.