-10.1%
DDOG vs ABCL
+199.8%
-209.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | -0.8% |
| 7D | -16.9% | +12.4% | -29.3% | -19.0% |
| 30D | -38.8% | -0.4% | -38.4% | -38.7% |
| 3M | -23.2% | +80.4% | -103.6% | -32.2% |
| 6M | -10.3% | +138.5% | -148.8% | -25.5% |
| YTD | +32.1% | +265.5% | -233.4% | -6.5% |
| All | -10.1% | +199.8% | -209.8% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling