+121.1%
DDOG vs AGI
+214.4%
-93.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.8% | +7.1% |
| 7D | +7.7% | +2.2% | +5.5% | +7.5% |
| 30D | -13.6% | +11.3% | -24.9% | -14.4% |
| 3M | -0.9% | +5.6% | -6.6% | -1.4% |
| 6M | +75.2% | -27.7% | +102.9% | +80.0% |
| YTD | +65.7% | -4.1% | +69.7% | +63.9% |
| 1Y | +60.4% | +13.8% | +46.6% | +55.4% |
| All | +121.1% | +214.4% | -93.3% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling