-3.4%
DDOG vs APD
+23.7%
-27.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | +5.6% | +2.2% | +3.5% | +6.2% |
| 30D | -34.9% | +9.4% | -44.3% | -33.5% |
| 3M | -23.4% | +4.7% | -28.1% | -22.2% |
| 6M | -7.7% | +5.5% | -13.2% | -6.4% |
| YTD | +35.6% | +31.4% | +4.2% | +38.7% |
| 1Y | -3.4% | +24.1% | -27.5% | -1.8% |
| All | -3.4% | +23.7% | -27.0% | -1.8% |
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