+112.6%
DDOG vs ACI
+31.1%
+81.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -16.9% | -5.9% | -11.0% | -16.9% |
| 30D | -38.8% | +7.2% | -46.0% | -38.8% |
| 3M | -23.2% | +8.8% | -32.0% | -23.3% |
| 6M | -10.3% | -17.2% | +6.9% | -10.2% |
| YTD | +32.1% | -21.3% | +53.3% | +32.0% |
| 1Y | -6.1% | -23.7% | +17.7% | -6.0% |
| 3Y | +79.2% | -32.8% | +112.1% | +80.2% |
| 5Y | -8.6% | -41.4% | +32.8% | -8.5% |
| All | +112.6% | +31.1% | +81.5% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling