+391.0%
DDOG vs APD
+68.6%
+322.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.0% |
| 7D | -2.3% | -1.2% | -1.1% | -1.8% |
| 30D | -35.8% | +11.0% | -46.9% | -38.8% |
| 3M | -25.3% | +2.6% | -27.9% | -26.5% |
| 6M | -8.9% | +4.8% | -13.7% | -11.6% |
| YTD | +35.6% | +31.0% | +4.6% | +17.4% |
| 1Y | -6.8% | +23.4% | -30.2% | -17.4% |
| 3Y | +77.9% | +28.4% | +49.5% | +50.4% |
| 5Y | -3.1% | +15.2% | -18.3% | -17.7% |
| All | +391.0% | +68.6% | +322.5% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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