+390.4%
DDOG vs AG
+43.5%
+346.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.2% |
| 7D | +2.9% | -10.0% | +12.8% | +4.3% |
| 30D | -31.6% | -10.5% | -21.1% | -30.7% |
| 3M | -27.0% | -27.3% | +0.3% | -24.2% |
| 6M | -10.3% | -43.0% | +32.7% | -4.3% |
| YTD | +35.4% | -17.9% | +53.3% | +33.7% |
| 1Y | -1.0% | +11.9% | -12.9% | -7.2% |
| 3Y | +76.7% | +201.8% | -125.2% | +33.1% |
| 5Y | -4.6% | -0.1% | -4.5% | -18.2% |
| All | +390.4% | +43.5% | +346.9% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling