-8.9%
DDOG vs ATI
+20.2%
-29.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.7% | +3.2% |
| 7D | -2.3% | +4.7% | -7.0% | -2.5% |
| 30D | -35.8% | -0.2% | -35.6% | -36.1% |
| 3M | -25.3% | -18.5% | -6.8% | -28.5% |
| 6M | -8.9% | +16.4% | -25.2% | -16.6% |
| All | -8.9% | +20.2% | -29.1% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling