+55.0%
DDOG vs ADM
+62.5%
-7.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -10.1% | +3.8% | -13.9% | -10.5% |
| 30D | -24.8% | +9.8% | -34.6% | -25.5% |
| 3M | -12.6% | +2.1% | -14.7% | -12.9% |
| 6M | +79.9% | +27.5% | +52.4% | +75.6% |
| YTD | +56.6% | +50.2% | +6.4% | +50.7% |
| 1Y | +61.6% | +40.6% | +21.0% | +56.4% |
| 3Y | +117.9% | +17.2% | +100.6% | +117.2% |
| All | +55.0% | +62.5% | -7.5% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling