+50.2%
DDOG vs AAOX
-93.2%
+143.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.8% | +10.7% | +0.4% |
| 7D | +2.9% | -3.4% | +6.2% | +2.7% |
| 30D | -31.6% | -72.8% | +41.2% | -28.8% |
| 3M | -27.0% | -90.7% | +63.7% | -23.0% |
| 6M | -10.3% | -98.2% | +87.9% | -7.9% |
| All | +50.2% | -93.2% | +143.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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