+19.8%
DDOG vs AFL
+18.6%
+1.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.0% | -15.4% | -14.1% |
| 7D | -32.2% | +2.9% | -35.1% | -31.6% |
| 30D | -31.7% | +11.5% | -43.2% | -30.7% |
| 3M | -34.5% | +0.6% | -35.1% | -33.5% |
| 6M | +28.7% | +11.7% | +17.0% | +26.5% |
| YTD | +38.8% | +15.4% | +23.4% | +33.3% |
| 1Y | +19.8% | +17.6% | +2.3% | +12.1% |
| All | +19.8% | +18.6% | +1.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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