+391.0%
DDOG vs ABT
+49.1%
+341.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.4% | +3.8% |
| 7D | -2.3% | -5.4% | +3.1% | -0.2% |
| 30D | -35.8% | +8.0% | -43.8% | -38.4% |
| 3M | -25.3% | +0.2% | -25.5% | -26.3% |
| 6M | -8.9% | +34.1% | -43.0% | -22.5% |
| YTD | +35.6% | -10.6% | +46.2% | +39.5% |
| 1Y | -6.8% | -11.8% | +5.0% | -3.7% |
| 3Y | +77.9% | +23.9% | +54.0% | +42.2% |
| 5Y | -3.1% | -5.1% | +2.0% | -7.4% |
| All | +391.0% | +49.1% | +341.9% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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