-3.1%
DDOG vs ACGL
+174.9%
-178.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | -2.3% | -1.4% | -0.9% | -2.1% |
| 30D | -35.8% | +12.4% | -48.2% | -37.4% |
| 3M | -25.3% | +11.1% | -36.4% | -27.0% |
| 6M | -8.9% | +16.3% | -25.2% | -12.0% |
| YTD | +35.6% | +13.8% | +21.8% | +30.9% |
| 1Y | -6.8% | +20.4% | -27.2% | -11.4% |
| 3Y | +77.9% | +33.6% | +44.3% | +60.6% |
| 5Y | -3.1% | +176.8% | -180.0% | -42.0% |
| All | -3.1% | +174.9% | -178.1% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling