+120.2%
DDOG vs ABT
+13.1%
+107.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -10.1% | -3.7% | -6.5% | -10.4% |
| 30D | -24.8% | +2.5% | -27.3% | -24.7% |
| 3M | -12.6% | +20.2% | -32.8% | -12.2% |
| 6M | +79.9% | -2.9% | +82.9% | +80.5% |
| YTD | +56.6% | -11.9% | +68.5% | +56.9% |
| 1Y | +61.6% | -16.5% | +78.1% | +62.3% |
| All | +120.2% | +13.1% | +107.2% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling