+467.1%
DDOG vs APH
+647.2%
-180.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.3% |
| 7D | -10.1% | +5.0% | -15.1% | -12.6% |
| 30D | -24.8% | -3.9% | -20.9% | -23.4% |
| 3M | -12.6% | +13.0% | -25.6% | -19.8% |
| 6M | +79.9% | +25.2% | +54.8% | +50.5% |
| YTD | +56.6% | +22.9% | +33.6% | +27.5% |
| 1Y | +61.6% | +47.8% | +13.7% | +13.7% |
| 3Y | +117.9% | +283.0% | -165.1% | -28.5% |
| 5Y | +54.2% | +349.7% | -295.4% | -54.3% |
| All | +467.1% | +647.2% | -180.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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