+55.0%
DDOG vs ALM
+951.0%
-896.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.8% |
| 7D | -10.1% | -2.6% | -7.5% | -10.0% |
| 30D | -24.8% | +32.0% | -56.8% | -26.2% |
| 3M | -12.6% | -15.0% | +2.4% | -12.2% |
| 6M | +79.9% | -10.1% | +90.1% | +77.8% |
| YTD | +56.6% | +99.4% | -42.9% | +43.5% |
| 1Y | +61.6% | +316.4% | -254.8% | +38.5% |
| 3Y | +117.9% | +2,022.0% | -1,904.1% | +53.6% |
| All | +55.0% | +951.0% | -896.0% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling