-3.6%
DDOG vs AIG
+59.1%
-62.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | +2.9% | +6.6% | -3.7% | +0.6% |
| 30D | -31.6% | +7.0% | -38.6% | -33.6% |
| 3M | -27.0% | +9.7% | -36.7% | -29.8% |
| 6M | -10.3% | +10.8% | -21.1% | -14.6% |
| YTD | +35.4% | -1.3% | +36.7% | +34.4% |
| 1Y | -1.0% | +8.4% | -9.3% | -6.2% |
| 3Y | +76.7% | +39.0% | +37.6% | +44.7% |
| All | -3.6% | +59.1% | -62.7% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling