+125.1%
DDOG vs ACM
-12.3%
+137.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -23.9% | +5.4% | -29.3% | -25.6% |
| 30D | -34.0% | +15.1% | -49.1% | -37.7% |
| 3M | -21.9% | -10.5% | -11.5% | -19.0% |
| 6M | +24.6% | -19.7% | +44.3% | +34.5% |
| YTD | +31.7% | -28.8% | +60.5% | +50.5% |
| 1Y | -6.2% | -47.9% | +41.7% | +28.0% |
| 3Y | +125.1% | -12.4% | +137.4% | +144.4% |
| All | +125.1% | -12.3% | +137.4% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling