+467.1%
DDOG vs ACM
+82.0%
+385.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.5% |
| 3M | -12.6% | -8.0% | -4.6% | -10.4% |
| 6M | +79.9% | -29.7% | +109.6% | +105.8% |
| YTD | +56.6% | -29.4% | +85.9% | +77.8% |
| 1Y | +61.6% | -46.4% | +108.0% | +106.7% |
| 3Y | +117.9% | -22.3% | +140.2% | +135.0% |
| 5Y | +54.2% | +4.5% | +49.8% | +51.9% |
| All | +467.1% | +82.0% | +385.0% | +375.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling