+117.6%
DDOG vs AFL
+62.4%
+55.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.6% |
| 7D | +3.2% | -3.3% | +6.5% | +3.6% |
| 30D | -10.2% | -5.0% | -5.2% | -9.6% |
| 3M | -2.6% | -1.8% | -0.8% | -2.8% |
| 6M | +80.1% | +4.8% | +75.3% | +77.5% |
| YTD | +63.0% | +5.4% | +57.6% | +60.4% |
| 1Y | +59.4% | +9.0% | +50.4% | +56.1% |
| All | +117.6% | +62.4% | +55.2% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling