+60.4%
DDOG vs ATI
+166.4%
-106.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +7.1% |
| 7D | +7.7% | +2.4% | +5.3% | +7.9% |
| 30D | -13.6% | -9.5% | -4.1% | -14.5% |
| 3M | -0.9% | +10.4% | -11.3% | -0.3% |
| 6M | +75.2% | +31.8% | +43.4% | +75.3% |
| YTD | +65.7% | +80.0% | -14.3% | +58.0% |
| 1Y | +60.4% | +175.8% | -115.4% | +41.2% |
| All | +60.4% | +166.4% | -106.1% | +41.2% |
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