+120.2%
DDOG vs ACM
-19.2%
+139.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -10.1% | -3.7% | -6.4% | -8.7% |
| 30D | -24.8% | -11.1% | -13.7% | -21.4% |
| 3M | -12.6% | -8.0% | -4.6% | -10.3% |
| 6M | +79.9% | -29.7% | +109.6% | +109.3% |
| YTD | +56.6% | -29.4% | +85.9% | +80.3% |
| 1Y | +61.6% | -46.4% | +108.0% | +116.3% |
| All | +120.2% | -19.2% | +139.4% | +129.6% |
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