+125.1%
DDOG vs ADM
+6.1%
+119.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +2.5% |
| 7D | -23.9% | -9.0% | -14.9% | -24.1% |
| 30D | -34.0% | -14.0% | -20.0% | -34.3% |
| 3M | -21.9% | -9.2% | -12.8% | -22.2% |
| 6M | +24.6% | -9.2% | +33.7% | +24.1% |
| YTD | +31.7% | +24.2% | +7.4% | +32.6% |
| 1Y | -6.2% | +27.0% | -33.1% | -5.4% |
| 3Y | +125.1% | +6.6% | +118.5% | +131.9% |
| All | +125.1% | +6.1% | +119.0% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling