+499.9%
DDOG vs AFL
+156.8%
+343.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +7.2% |
| 7D | +7.7% | -2.1% | +9.8% | +8.2% |
| 30D | -13.6% | -5.4% | -8.2% | -12.5% |
| 3M | -0.9% | -0.3% | -0.7% | -1.2% |
| 6M | +75.2% | +5.2% | +70.0% | +72.4% |
| YTD | +65.7% | +5.7% | +60.0% | +62.6% |
| 1Y | +60.4% | +10.2% | +50.2% | +55.7% |
| 3Y | +130.7% | +63.4% | +67.2% | +101.1% |
| 5Y | +59.9% | +133.0% | -73.1% | +27.3% |
| All | +499.9% | +156.8% | +343.2% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling