+152.0%
DDOG vs ACI
+25.9%
+126.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -10.1% | +0.2% | -10.3% | -10.2% |
| 30D | -24.8% | +5.9% | -30.7% | -24.9% |
| 3M | -12.6% | -19.8% | +7.2% | -12.5% |
| 6M | +79.9% | -24.7% | +104.7% | +80.3% |
| YTD | +56.6% | -24.4% | +81.0% | +56.6% |
| 1Y | +61.6% | -31.5% | +93.1% | +62.4% |
| 3Y | +117.9% | -38.7% | +156.6% | +119.8% |
| 5Y | +54.2% | -42.8% | +97.0% | +54.2% |
| All | +152.0% | +25.9% | +126.1% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling