+490.5%
DDOG vs AJG
+194.1%
+296.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +3.2% | -8.5% | +11.8% | +7.6% |
| 30D | -10.2% | -3.8% | -6.4% | -9.1% |
| 3M | -2.6% | +10.8% | -13.4% | -8.8% |
| 6M | +80.1% | +15.6% | +64.5% | +64.6% |
| YTD | +63.0% | -5.1% | +68.2% | +63.1% |
| 1Y | +59.4% | -16.0% | +75.4% | +69.3% |
| 3Y | +127.0% | +9.7% | +117.3% | +92.8% |
| 5Y | +61.7% | +77.8% | -16.2% | -0.5% |
| All | +490.5% | +194.1% | +296.4% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling