-3.4%
DDOG vs ACM
-46.1%
+42.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.6% | +5.1% | +0.6% | +4.8% |
| 30D | -34.9% | +18.7% | -53.6% | -37.0% |
| 3M | -23.4% | +15.5% | -38.9% | -25.7% |
| 6M | -7.7% | +1.2% | -8.9% | -8.2% |
| YTD | +35.6% | -25.2% | +60.9% | +47.2% |
| 1Y | -3.4% | -46.3% | +42.9% | +12.7% |
| All | -3.4% | -46.1% | +42.7% | +12.7% |
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