+60.4%
DDOG vs AA
+58.8%
+1.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.0% | +9.1% | +7.4% |
| 7D | +7.7% | -0.6% | +8.3% | +7.7% |
| 30D | -13.6% | -1.6% | -12.1% | -13.6% |
| 3M | -0.9% | -29.8% | +28.9% | +3.7% |
| 6M | +75.2% | -16.6% | +91.8% | +77.8% |
| YTD | +65.7% | -4.0% | +69.7% | +60.8% |
| 1Y | +60.4% | +63.5% | -3.1% | +33.9% |
| All | +60.4% | +58.8% | +1.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling