+55.0%
DDOG vs ACM
+5.0%
+50.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -10.1% | -3.7% | -6.4% | -8.0% |
| 30D | -24.8% | -11.1% | -13.7% | -19.9% |
| 3M | -12.6% | -8.0% | -4.6% | -9.5% |
| 6M | +79.9% | -29.7% | +109.6% | +121.6% |
| YTD | +56.6% | -29.4% | +85.9% | +89.6% |
| 1Y | +61.6% | -46.4% | +108.0% | +139.2% |
| 3Y | +117.9% | -22.3% | +140.2% | +129.3% |
| All | +55.0% | +5.0% | +50.1% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling