+19.8%
DDOG vs ACN
+10.1%
+9.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.8% | -18.2% | -15.3% |
| 7D | -32.2% | +8.6% | -40.8% | -34.0% |
| 30D | -31.7% | +36.6% | -68.3% | -38.9% |
| 3M | -34.5% | +56.3% | -90.8% | -45.1% |
| 6M | +28.7% | +49.7% | -21.0% | +12.3% |
| YTD | +38.8% | +1.3% | +37.4% | +37.4% |
| 1Y | +19.8% | +11.9% | +7.9% | +31.4% |
| All | +19.8% | +10.1% | +9.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling