+54.1%
DDOG vs ADM
+38.4%
+15.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.3% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -10.1% | +11.0% | -21.2% | -10.7% |
| 3M | -9.3% | +6.0% | -15.3% | -10.1% |
| 6M | +67.2% | +26.9% | +40.3% | +66.1% |
| YTD | +54.6% | +50.0% | +4.6% | +57.8% |
| 1Y | +54.1% | +39.6% | +14.5% | +56.8% |
| All | +54.1% | +38.4% | +15.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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