+489.1%
DDOG vs AGI
+502.8%
-13.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +3.9% | -2.7% | +6.6% | +4.2% |
| 30D | -8.2% | +7.2% | -15.4% | -9.0% |
| 3M | -5.6% | +4.3% | -9.8% | -6.4% |
| 6M | +73.5% | -27.1% | +100.6% | +78.7% |
| YTD | +62.7% | -6.6% | +69.3% | +61.3% |
| 1Y | +59.0% | +9.5% | +49.5% | +53.9% |
| 3Y | +117.1% | +208.4% | -91.3% | +80.2% |
| 5Y | +61.3% | +401.6% | -340.3% | +24.3% |
| All | +489.1% | +502.8% | -13.6% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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