+55.0%
DDOG vs APA
+156.4%
-101.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -10.1% | +0.5% | -10.7% | -10.3% |
| 30D | -24.8% | +23.4% | -48.2% | -27.9% |
| 3M | -12.6% | +12.7% | -25.3% | -15.0% |
| 6M | +79.9% | +39.4% | +40.5% | +64.8% |
| YTD | +56.6% | +79.0% | -22.4% | +34.4% |
| 1Y | +61.6% | +88.8% | -27.2% | +36.2% |
| 3Y | +117.9% | +6.4% | +111.5% | +100.3% |
| All | +55.0% | +156.4% | -101.4% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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