+19.8%
DDOG vs ATI
+86.4%
-66.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.7% | -13.7% | -14.5% |
| 7D | -32.2% | +8.3% | -40.6% | -31.6% |
| 30D | -31.7% | -7.3% | -24.5% | -32.4% |
| 3M | -34.5% | -10.5% | -24.0% | -35.1% |
| 6M | +28.7% | +16.4% | +12.3% | +30.2% |
| YTD | +38.8% | +56.1% | -17.3% | +33.9% |
| 1Y | +19.8% | +86.5% | -66.7% | +7.4% |
| All | +19.8% | +86.4% | -66.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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