+125.1%
DDOG vs ABCL
+156.0%
-31.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.2% | +1.5% |
| 7D | -23.9% | -3.2% | -20.7% | -23.5% |
| 30D | -34.0% | -7.4% | -26.6% | -33.2% |
| 3M | -21.9% | +81.9% | -103.8% | -29.0% |
| 6M | +24.6% | +135.7% | -111.1% | +7.8% |
| YTD | +31.7% | +247.4% | -215.7% | +6.5% |
| 1Y | -6.2% | +162.3% | -168.4% | -21.6% |
| 3Y | +125.1% | +165.5% | -40.4% | +84.8% |
| All | +125.1% | +156.0% | -31.0% | +84.8% |
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