+499.9%
DDOG vs ACM
+75.0%
+424.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.1% | +10.2% | +8.4% |
| 7D | +7.7% | -3.7% | +11.3% | +9.2% |
| 30D | -13.6% | -12.7% | -1.0% | -9.1% |
| 3M | -0.9% | -9.8% | +8.9% | +2.2% |
| 6M | +75.2% | -31.4% | +106.6% | +102.2% |
| YTD | +65.7% | -32.1% | +97.7% | +90.9% |
| 1Y | +60.4% | -47.8% | +108.2% | +107.1% |
| 3Y | +130.7% | -22.1% | +152.7% | +148.2% |
| 5Y | +59.9% | +1.8% | +58.1% | +59.4% |
| All | +499.9% | +75.0% | +424.9% | +411.0% |
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 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