+60.6%
DDOG vs ADVB
-97.5%
+158.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +2.4% |
| 7D | -23.9% | -13.9% | -10.0% | -23.5% |
| 30D | -34.0% | -68.1% | +34.1% | -31.9% |
| 3M | -21.9% | -73.4% | +51.5% | -19.3% |
| 6M | +24.6% | -70.8% | +95.4% | +26.1% |
| YTD | +31.7% | -66.1% | +97.8% | +31.2% |
| 1Y | -6.2% | -77.5% | +71.3% | -5.8% |
| All | +60.6% | -97.5% | +158.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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