+76.7%
DDOG vs ABCL
+185.8%
-109.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | 0.0% |
| 7D | +2.9% | -3.3% | +6.1% | +3.3% |
| 30D | -31.6% | -7.1% | -24.5% | -30.8% |
| 3M | -27.0% | +4.7% | -31.7% | -27.8% |
| 6M | -10.3% | +140.9% | -151.2% | -22.8% |
| YTD | +35.4% | +236.0% | -200.5% | +9.5% |
| 1Y | -1.0% | +217.4% | -218.4% | -19.4% |
| 3Y | +76.7% | +188.7% | -112.0% | +39.6% |
| All | +76.7% | +185.8% | -109.2% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling