+376.8%
DDOG vs ACGL
+175.0%
+201.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.1% |
| 7D | -23.9% | +0.9% | -24.8% | -24.2% |
| 30D | -34.0% | +13.7% | -47.7% | -36.0% |
| 3M | -21.9% | +8.0% | -30.0% | -23.5% |
| 6M | +24.6% | +13.3% | +11.3% | +20.4% |
| YTD | +31.7% | +11.8% | +19.8% | +27.2% |
| 1Y | -6.2% | +22.2% | -28.4% | -11.4% |
| 3Y | +125.1% | +32.5% | +92.6% | +105.3% |
| 5Y | -3.5% | +160.2% | -163.7% | -27.9% |
| All | +376.8% | +175.0% | +201.8% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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