+54.1%
DDOG vs ALM
+347.8%
-293.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.8% | -10.1% | -1.5% |
| 7D | -6.1% | +8.4% | -14.5% | -6.2% |
| 30D | -10.1% | +34.8% | -45.0% | -10.7% |
| 3M | -9.3% | +16.2% | -25.5% | -9.6% |
| 6M | +67.2% | +2.1% | +65.0% | +63.7% |
| YTD | +54.6% | +117.0% | -62.4% | +31.8% |
| 1Y | +54.1% | +313.9% | -259.8% | +22.6% |
| All | +54.1% | +347.8% | -293.7% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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