-10.7%
DDOG vs ABT
-9.7%
-0.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -19.1% | +1.0% | -20.1% | -18.4% |
| 30D | -39.2% | +11.6% | -50.8% | -37.0% |
| 3M | -31.6% | +2.3% | -33.9% | -30.4% |
| 6M | -10.9% | +32.7% | -43.6% | -6.7% |
| YTD | +31.2% | -9.6% | +40.8% | +26.3% |
| 1Y | -10.7% | -10.1% | -0.6% | -14.1% |
| All | -10.7% | -9.7% | -0.9% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling