+50.6%
DDOG vs ACI
-44.9%
+95.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.2% |
| 7D | -6.1% | -2.6% | -3.5% | -6.1% |
| 30D | -10.1% | +1.1% | -11.2% | -10.1% |
| 3M | -9.3% | -23.6% | +14.4% | -9.3% |
| 6M | +67.2% | -29.9% | +97.1% | +67.2% |
| YTD | +54.6% | -26.9% | +81.5% | +54.2% |
| 1Y | +54.1% | -34.2% | +88.3% | +54.8% |
| 3Y | +115.3% | -43.6% | +158.9% | +118.6% |
| 5Y | +50.6% | -42.4% | +93.0% | +45.4% |
| All | +50.6% | -44.9% | +95.5% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling