+19.8%
DDOG vs AJG
+19.3%
+0.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.5% | -19.9% | -13.7% |
| 7D | -32.2% | +10.7% | -43.0% | -31.5% |
| 30D | -31.7% | +26.9% | -58.6% | -31.6% |
| 3M | -34.5% | +16.6% | -51.1% | -34.3% |
| 6M | +28.7% | +40.1% | -11.5% | +24.0% |
| YTD | +38.8% | +12.4% | +26.3% | +25.5% |
| 1Y | +19.8% | +15.9% | +3.9% | +9.9% |
| All | +19.8% | +19.3% | +0.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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