+378.3%
DDOG vs ACM
+93.0%
+285.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | -1.7% |
| 7D | -16.9% | +6.9% | -23.8% | -19.2% |
| 30D | -38.8% | +19.1% | -57.8% | -43.2% |
| 3M | -23.2% | -6.9% | -16.3% | -21.8% |
| 6M | -10.3% | -12.0% | +1.8% | -7.1% |
| YTD | +32.1% | -25.1% | +57.2% | +45.5% |
| 1Y | -6.1% | -45.4% | +39.3% | +18.9% |
| 3Y | +79.2% | -6.9% | +86.1% | +78.5% |
| 5Y | -8.6% | +3.7% | -12.4% | -11.4% |
| All | +378.3% | +93.0% | +285.4% | +289.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling