+50.6%
DDOG vs ABT
-9.5%
+60.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.4% |
| 7D | -6.1% | -3.1% | -2.9% | -5.1% |
| 30D | -10.1% | -2.1% | -8.0% | -9.7% |
| 3M | -9.3% | +17.4% | -26.7% | -15.6% |
| 6M | +67.2% | -2.4% | +69.6% | +68.0% |
| YTD | +54.6% | -14.2% | +68.8% | +63.7% |
| 1Y | +54.1% | -18.3% | +72.4% | +66.8% |
| 3Y | +115.3% | +11.5% | +103.8% | +78.2% |
| 5Y | +50.6% | -9.9% | +60.5% | +63.0% |
| All | +50.6% | -9.5% | +60.2% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling