+117.3%
DDOG vs APD
+9.1%
+108.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -10.1% | -2.2% | -7.9% | -10.0% |
| 30D | -24.8% | +2.1% | -26.9% | -24.9% |
| 3M | -12.6% | +7.2% | -19.8% | -13.1% |
| 6M | +79.9% | +11.2% | +68.7% | +77.5% |
| YTD | +56.6% | +24.4% | +32.2% | +52.2% |
| 1Y | +61.6% | +6.7% | +54.9% | +56.7% |
| All | +117.3% | +9.1% | +108.2% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling