+63.6%
DDOG vs AFL
+133.8%
-70.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +3.9% | -1.6% | +5.5% | +4.4% |
| 30D | -8.2% | -4.0% | -4.1% | -7.0% |
| 3M | -5.6% | -0.5% | -5.1% | -5.9% |
| 6M | +73.5% | +6.5% | +67.0% | +68.4% |
| YTD | +62.7% | +6.2% | +56.5% | +57.7% |
| 1Y | +59.0% | +8.3% | +50.7% | +53.0% |
| 3Y | +117.1% | +62.5% | +54.6% | +71.6% |
| All | +63.6% | +133.8% | -70.2% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling