+499.9%
DDOG vs AG
+122.7%
+377.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +6.9% |
| 7D | +7.7% | -0.1% | +7.8% | +7.7% |
| 30D | -13.6% | +12.5% | -26.1% | -15.3% |
| 3M | -0.9% | +28.2% | -29.1% | -5.0% |
| 6M | +75.2% | -18.8% | +94.1% | +77.6% |
| YTD | +65.7% | +27.4% | +38.3% | +54.5% |
| 1Y | +60.4% | +132.2% | -71.8% | +34.8% |
| 3Y | +130.7% | +286.9% | -156.2% | +68.9% |
| 5Y | +59.9% | +72.8% | -12.9% | +27.8% |
| All | +499.9% | +122.7% | +377.2% | +325.4% |
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