+467.1%
DDOG vs ATI
+925.1%
-458.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.3% |
| 7D | -10.1% | -0.1% | -10.1% | -10.2% |
| 30D | -24.8% | +2.7% | -27.5% | -25.4% |
| 3M | -12.6% | +16.3% | -28.9% | -15.2% |
| 6M | +79.9% | +30.2% | +49.8% | +70.3% |
| YTD | +56.6% | +83.6% | -27.0% | +39.5% |
| 1Y | +61.6% | +173.0% | -111.4% | +34.0% |
| 3Y | +117.9% | +356.6% | -238.8% | +64.7% |
| 5Y | +54.2% | +1,074.2% | -1,020.0% | +5.2% |
| All | +467.1% | +925.1% | -458.0% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling