+54.1%
DDOG vs APD
+5.6%
+48.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -6.1% | -2.5% | -3.6% | -5.6% |
| 30D | -10.1% | -1.9% | -8.2% | -9.7% |
| 3M | -9.3% | +8.2% | -17.5% | -11.1% |
| 6M | +67.2% | +10.7% | +56.4% | +58.6% |
| YTD | +54.6% | +22.9% | +31.7% | +36.2% |
| 1Y | +54.1% | +5.8% | +48.3% | +31.1% |
| All | +54.1% | +5.6% | +48.5% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling