-8.9%
DDOG vs ATI
+906.2%
-915.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +1.5% |
| 7D | -23.9% | +6.2% | -30.1% | -25.0% |
| 30D | -34.0% | -7.1% | -26.9% | -32.9% |
| 3M | -21.9% | -21.3% | -0.6% | -17.7% |
| 6M | +24.6% | +6.5% | +18.1% | +20.0% |
| YTD | +31.7% | +53.2% | -21.5% | +12.1% |
| 1Y | -6.2% | +82.7% | -88.9% | -24.4% |
| 3Y | +125.1% | +314.3% | -189.2% | +36.5% |
| All | -8.9% | +906.2% | -915.2% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling