+121.1%
DDOG vs AIG
+33.4%
+87.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | +7.7% | -1.4% | +9.1% | +7.9% |
| 30D | -13.6% | -3.3% | -10.3% | -13.1% |
| 3M | -0.9% | +2.2% | -3.1% | -1.5% |
| 6M | +75.2% | -2.1% | +77.3% | +75.0% |
| YTD | +65.7% | -11.2% | +76.8% | +69.5% |
| 1Y | +60.4% | -2.1% | +62.5% | +59.0% |
| All | +121.1% | +33.4% | +87.8% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling