+459.9%
DDOG vs ALC
+18.4%
+441.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.2% |
| 7D | -6.1% | -3.7% | -2.4% | -4.2% |
| 30D | -10.1% | -3.7% | -6.4% | -8.3% |
| 3M | -9.3% | +4.6% | -13.8% | -11.8% |
| 6M | +67.2% | -14.6% | +81.8% | +79.9% |
| YTD | +54.6% | -11.9% | +66.5% | +63.2% |
| 1Y | +54.1% | -13.1% | +67.2% | +63.1% |
| 3Y | +115.3% | -15.0% | +130.3% | +117.8% |
| 5Y | +50.6% | -16.2% | +66.8% | +52.4% |
| All | +459.9% | +18.4% | +441.5% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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