+50.6%
DDOG vs ATI
+1,101.9%
-1,051.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -6.1% | +3.2% | -9.3% | -6.8% |
| 30D | -10.1% | -9.0% | -1.1% | -8.2% |
| 3M | -9.3% | +15.1% | -24.3% | -13.6% |
| 6M | +67.2% | +38.1% | +29.1% | +50.0% |
| YTD | +54.6% | +80.7% | -26.1% | +27.3% |
| 1Y | +54.1% | +167.5% | -113.4% | +11.7% |
| 3Y | +115.3% | +366.0% | -250.7% | +28.3% |
| 5Y | +50.6% | +1,088.8% | -1,038.1% | -28.0% |
| All | +50.6% | +1,101.9% | -1,051.2% | -28.0% |
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