+115.1%
DDOG vs ABCL
-81.3%
+196.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | -10.1% | +0.7% | -10.9% | -10.3% |
| 30D | -24.8% | +93.1% | -117.9% | -35.6% |
| 3M | -12.6% | +79.4% | -92.0% | -24.8% |
| 6M | +79.9% | +214.9% | -134.9% | +35.5% |
| YTD | +56.6% | +234.2% | -177.6% | +15.2% |
| 1Y | +61.6% | +174.8% | -113.2% | +22.3% |
| 3Y | +117.9% | +104.5% | +13.4% | +63.1% |
| 5Y | +54.2% | -39.0% | +93.2% | +41.2% |
| All | +115.1% | -81.3% | +196.4% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling