+59.9%
DDOG vs AIG
+53.4%
+6.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.0% |
| 7D | +7.7% | -1.4% | +9.1% | +8.2% |
| 30D | -13.6% | -3.3% | -10.3% | -12.6% |
| 3M | -0.9% | +2.2% | -3.1% | -2.0% |
| 6M | +75.2% | -2.1% | +77.3% | +75.2% |
| YTD | +65.7% | -11.2% | +76.8% | +71.5% |
| 1Y | +60.4% | -2.1% | +62.5% | +58.5% |
| 3Y | +130.7% | +34.4% | +96.3% | +93.0% |
| 5Y | +59.9% | +53.7% | +6.2% | +25.9% |
| All | +59.9% | +53.4% | +6.5% | +25.9% |
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