+499.9%
DDOG vs ATI
+905.1%
-405.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +7.2% |
| 7D | +7.7% | +2.4% | +5.3% | +7.3% |
| 30D | -13.6% | -9.5% | -4.1% | -12.4% |
| 3M | -0.9% | +10.4% | -11.3% | -3.1% |
| 6M | +75.2% | +31.8% | +43.4% | +65.5% |
| YTD | +65.7% | +80.0% | -14.3% | +48.0% |
| 1Y | +60.4% | +175.8% | -115.4% | +32.7% |
| 3Y | +130.7% | +364.2% | -233.6% | +74.0% |
| 5Y | +59.9% | +1,076.9% | -1,017.0% | +9.2% |
| All | +499.9% | +905.1% | -405.1% | +338.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling