+19.8%
DDOG vs ACM
-46.6%
+66.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.9% | -17.4% | -14.8% |
| 7D | -32.2% | +9.5% | -41.7% | -33.2% |
| 30D | -31.7% | +14.7% | -46.4% | -33.3% |
| 3M | -34.5% | -9.5% | -25.0% | -33.3% |
| 6M | +28.7% | -18.0% | +46.7% | +33.1% |
| YTD | +38.8% | -27.3% | +66.0% | +49.8% |
| 1Y | +19.8% | -47.0% | +66.8% | +36.0% |
| All | +19.8% | -46.6% | +66.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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