+489.1%
DDOG vs AJG
+190.5%
+298.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +3.9% | -8.3% | +12.2% | +8.1% |
| 30D | -8.2% | -5.7% | -2.5% | -6.2% |
| 3M | -5.6% | +9.1% | -14.6% | -10.9% |
| 6M | +73.5% | +15.2% | +58.3% | +58.7% |
| YTD | +62.7% | -6.3% | +69.0% | +63.7% |
| 1Y | +59.0% | -19.1% | +78.1% | +72.5% |
| 3Y | +117.1% | +8.2% | +108.9% | +85.6% |
| 5Y | +61.3% | +75.6% | -14.3% | -0.2% |
| All | +489.1% | +190.5% | +298.6% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling