+59.4%
DDOG vs AIG
-1.7%
+61.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.2% | -2.4% | +5.6% | +3.0% |
| 30D | -10.2% | -2.9% | -7.2% | -10.5% |
| 3M | -2.6% | +0.8% | -3.4% | -2.6% |
| 6M | +80.1% | -2.7% | +82.8% | +79.0% |
| YTD | +63.0% | -11.2% | +74.2% | +63.4% |
| 1Y | +59.4% | -1.5% | +60.9% | +60.3% |
| All | +59.4% | -1.7% | +61.1% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling