+120.2%
DDOG vs AG
+274.2%
-154.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -10.1% | +1.0% | -11.2% | -10.3% |
| 30D | -24.8% | +19.2% | -44.0% | -26.3% |
| 3M | -12.6% | +6.2% | -18.7% | -13.6% |
| 6M | +79.9% | -26.7% | +106.6% | +83.9% |
| YTD | +56.6% | +26.1% | +30.5% | +48.0% |
| 1Y | +61.6% | +131.7% | -70.1% | +40.3% |
| All | +120.2% | +274.2% | -154.0% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling