+390.4%
DDOG vs ALC
+27.0%
+363.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.7% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | -31.6% | +16.0% | -47.7% | -37.7% |
| 3M | -27.0% | +0.8% | -27.8% | -28.4% |
| 6M | -10.3% | +16.8% | -27.1% | -19.3% |
| YTD | +35.4% | -5.5% | +40.9% | +35.7% |
| 1Y | -1.0% | -5.3% | +4.3% | -1.2% |
| 3Y | +76.7% | +4.1% | +72.6% | +53.4% |
| 5Y | -4.6% | -7.1% | +2.5% | -9.8% |
| All | +390.4% | +27.0% | +363.5% | +315.4% |
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