+459.9%
DDOG vs APD
+58.2%
+401.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -6.1% | -2.5% | -3.6% | -5.1% |
| 30D | -10.1% | -1.9% | -8.2% | -9.4% |
| 3M | -9.3% | +8.2% | -17.5% | -12.8% |
| 6M | +67.2% | +10.7% | +56.4% | +57.6% |
| YTD | +54.6% | +22.9% | +31.7% | +38.2% |
| 1Y | +54.1% | +5.8% | +48.3% | +47.0% |
| 3Y | +115.3% | +7.8% | +107.5% | +95.5% |
| 5Y | +50.6% | +26.1% | +24.5% | +21.6% |
| All | +459.9% | +58.2% | +401.7% | +258.4% |
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