+378.3%
DDOG vs APD
+65.3%
+313.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.5% |
| 7D | -16.9% | -1.6% | -15.3% | -16.4% |
| 30D | -38.8% | +10.6% | -49.4% | -41.5% |
| 3M | -23.2% | +2.5% | -25.7% | -24.4% |
| 6M | -10.3% | +6.0% | -16.2% | -13.5% |
| YTD | +32.1% | +28.4% | +3.6% | +15.3% |
| 1Y | -6.1% | +22.2% | -28.2% | -16.5% |
| 3Y | +79.2% | +26.6% | +52.6% | +52.3% |
| 5Y | -8.6% | +11.8% | -20.4% | -21.3% |
| All | +378.3% | +65.3% | +313.1% | +199.0% |
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