+375.1%
DDOG vs AG
+57.1%
+318.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.1% |
| 7D | -19.1% | +6.0% | -25.1% | -20.0% |
| 30D | -39.2% | -13.5% | -25.6% | -38.0% |
| 3M | -31.6% | -20.7% | -10.9% | -29.8% |
| 6M | -10.9% | -31.5% | +20.7% | -7.3% |
| YTD | +31.2% | -10.1% | +41.3% | +28.0% |
| 1Y | -10.7% | +26.0% | -36.7% | -17.7% |
| 3Y | +72.1% | +228.9% | -156.8% | +28.2% |
| 5Y | -5.5% | +8.7% | -14.2% | -19.9% |
| All | +375.1% | +57.1% | +318.0% | +252.4% |
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