+375.1%
DDOG vs ATI
+789.1%
-414.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -19.1% | +1.3% | -20.4% | -19.2% |
| 30D | -39.2% | -4.8% | -34.4% | -38.8% |
| 3M | -31.6% | -19.9% | -11.7% | -29.5% |
| 6M | -10.9% | +15.4% | -26.2% | -13.8% |
| YTD | +31.2% | +59.2% | -28.0% | +19.1% |
| 1Y | -10.7% | +86.3% | -96.9% | -21.1% |
| 3Y | +72.1% | +318.2% | -246.1% | +31.8% |
| 5Y | -5.5% | +958.6% | -964.1% | -34.4% |
| All | +375.1% | +789.1% | -414.0% | +252.9% |
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