+61.6%
DDOG vs ACI
-32.3%
+93.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.9% |
| 7D | -10.1% | +0.2% | -10.3% | -10.1% |
| 30D | -24.8% | +5.9% | -30.7% | -24.1% |
| 3M | -12.6% | -19.8% | +7.2% | -16.9% |
| 6M | +79.9% | -24.7% | +104.7% | +67.4% |
| YTD | +56.6% | -24.4% | +81.0% | +46.3% |
| 1Y | +61.6% | -31.5% | +93.1% | +40.6% |
| All | +61.6% | -32.3% | +93.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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