+19.8%
DDOG vs ACI
-18.4%
+38.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.5% | -18.0% | -13.6% |
| 7D | -32.2% | +4.5% | -36.7% | -31.3% |
| 30D | -31.7% | +20.9% | -52.6% | -29.2% |
| 3M | -34.5% | +15.2% | -49.8% | -32.4% |
| 6M | +28.7% | -13.3% | +42.0% | +23.7% |
| YTD | +38.8% | -16.2% | +55.0% | +32.0% |
| 1Y | +19.8% | -16.9% | +36.7% | +14.2% |
| All | +19.8% | -18.4% | +38.2% | +14.2% |
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