+376.8%
DDOG vs ACM
+83.4%
+293.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -23.9% | +5.4% | -29.3% | -25.7% |
| 30D | -34.0% | +15.1% | -49.1% | -38.0% |
| 3M | -21.9% | -10.5% | -11.5% | -19.2% |
| 6M | +24.6% | -19.7% | +44.3% | +33.5% |
| YTD | +31.7% | -28.8% | +60.5% | +48.1% |
| 1Y | -6.2% | -47.9% | +41.7% | +21.0% |
| 3Y | +125.1% | -12.4% | +137.4% | +129.7% |
| 5Y | -3.5% | +0.6% | -4.0% | -4.9% |
| All | +376.8% | +83.4% | +293.4% | +296.4% |
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 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