+467.1%
DDOG vs ALM
+1,340.8%
-873.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.9% |
| 3M | -12.6% | -15.0% | +2.4% | -12.3% |
| 6M | +79.9% | -10.1% | +90.1% | +78.4% |
| YTD | +56.6% | +99.4% | -42.9% | +47.1% |
| 1Y | +61.6% | +316.4% | -254.8% | +44.9% |
| 3Y | +117.9% | +2,022.0% | -1,904.1% | +74.3% |
| 5Y | +54.2% | +941.2% | -887.0% | +25.9% |
| All | +467.1% | +1,340.8% | -873.7% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling