+459.9%
DDOG vs ADM
+147.5%
+312.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -10.1% | +11.0% | -21.2% | -11.6% |
| 3M | -9.3% | +6.0% | -15.3% | -10.3% |
| 6M | +67.2% | +26.9% | +40.3% | +60.6% |
| YTD | +54.6% | +50.0% | +4.6% | +44.6% |
| 1Y | +54.1% | +39.6% | +14.5% | +45.5% |
| 3Y | +115.3% | +18.5% | +96.7% | +107.9% |
| 5Y | +50.6% | +62.6% | -11.9% | +33.7% |
| All | +459.9% | +147.5% | +312.4% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling