+489.1%
DDOG vs AFL
+158.0%
+331.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +3.9% | -1.6% | +5.5% | +4.3% |
| 30D | -8.2% | -4.0% | -4.1% | -7.3% |
| 3M | -5.6% | -0.5% | -5.1% | -5.7% |
| 6M | +73.5% | +6.5% | +67.0% | +70.2% |
| YTD | +62.7% | +6.2% | +56.5% | +59.5% |
| 1Y | +59.0% | +8.3% | +50.7% | +55.0% |
| 3Y | +117.1% | +62.5% | +54.6% | +89.6% |
| 5Y | +61.3% | +136.2% | -74.9% | +28.0% |
| All | +489.1% | +158.0% | +331.1% | +370.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling