-10.7%
DDOG vs ACGL
+22.9%
-33.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.1% |
| 7D | -19.1% | +1.3% | -20.4% | -18.2% |
| 30D | -39.2% | +14.2% | -53.4% | -35.4% |
| 3M | -31.6% | +11.1% | -42.7% | -27.9% |
| 6M | -10.9% | +16.4% | -27.2% | -3.8% |
| YTD | +31.2% | +13.8% | +17.4% | +37.7% |
| 1Y | -10.7% | +21.6% | -32.2% | -1.5% |
| All | -10.7% | +22.9% | -33.6% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling