+80.2%
DDOG vs ABCL
-79.6%
+159.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -19.1% | +2.3% | -21.4% | -19.5% |
| 30D | -39.2% | -0.7% | -38.5% | -39.0% |
| 3M | -31.6% | +33.4% | -65.0% | -36.2% |
| 6M | -10.9% | +137.8% | -148.7% | -28.4% |
| YTD | +31.2% | +264.3% | -233.1% | -5.5% |
| 1Y | -10.7% | +209.2% | -219.9% | -33.5% |
| 3Y | +72.1% | +208.4% | -136.3% | +16.4% |
| 5Y | -5.5% | -11.9% | +6.4% | -17.6% |
| All | +80.2% | -79.6% | +159.8% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling