+390.4%
DDOG vs ACGL
+180.9%
+209.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.4% |
| 30D | -31.6% | +12.3% | -43.9% | -33.5% |
| 3M | -27.0% | +11.8% | -38.8% | -29.0% |
| 6M | -10.3% | +17.5% | -27.8% | -13.9% |
| YTD | +35.4% | +14.3% | +21.1% | +30.3% |
| 1Y | -1.0% | +18.2% | -19.1% | -5.6% |
| 3Y | +76.7% | +33.2% | +43.5% | +61.1% |
| 5Y | -4.6% | +174.3% | -178.9% | -29.5% |
| All | +390.4% | +180.9% | +209.5% | +272.7% |
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