+375.1%
DDOG vs ABT
+50.7%
+324.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -19.1% | +1.0% | -20.1% | -19.8% |
| 30D | -39.2% | +11.6% | -50.8% | -42.5% |
| 3M | -31.6% | +2.3% | -33.9% | -33.1% |
| 6M | -10.9% | +32.7% | -43.6% | -23.7% |
| YTD | +31.2% | -9.6% | +40.8% | +34.4% |
| 1Y | -10.7% | -10.1% | -0.6% | -8.5% |
| 3Y | +72.1% | +25.2% | +46.9% | +37.0% |
| 5Y | -5.5% | -4.5% | -1.0% | -9.9% |
| All | +375.1% | +50.7% | +324.4% | +231.3% |
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