+80.9%
DDOG vs ABCL
-80.5%
+161.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.2% | +1.1% |
| 7D | -23.9% | -3.2% | -20.7% | -23.4% |
| 30D | -34.0% | -7.4% | -26.6% | -32.9% |
| 3M | -21.9% | +81.9% | -103.8% | -32.1% |
| 6M | +24.6% | +135.7% | -111.1% | +0.1% |
| YTD | +31.7% | +247.4% | -215.7% | -4.2% |
| 1Y | -6.2% | +162.3% | -168.4% | -27.8% |
| 3Y | +125.1% | +165.5% | -40.4% | +57.8% |
| 5Y | -3.5% | -21.3% | +17.8% | -14.3% |
| All | +80.9% | -80.5% | +161.4% | +78.4% |
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