+467.1%
DDOG vs AIG
+57.0%
+410.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -10.1% | -0.9% | -9.2% | -9.9% |
| 30D | -24.8% | -4.9% | -19.9% | -24.0% |
| 3M | -12.6% | +4.5% | -17.1% | -13.7% |
| 6M | +79.9% | -1.4% | +81.4% | +79.7% |
| YTD | +56.6% | -9.8% | +66.4% | +59.4% |
| 1Y | +61.6% | -4.5% | +66.1% | +61.7% |
| 3Y | +117.9% | +37.4% | +80.4% | +98.4% |
| 5Y | +54.2% | +55.0% | -0.7% | +36.5% |
| All | +467.1% | +57.0% | +410.0% | +509.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling