+378.3%
DDOG vs APH
+629.6%
-251.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.2% | -7.9% | -4.3% |
| 7D | -16.9% | +1.1% | -18.0% | -17.3% |
| 30D | -38.8% | -7.5% | -31.3% | -35.9% |
| 3M | -23.2% | -4.4% | -18.8% | -21.6% |
| 6M | -10.3% | +26.5% | -36.7% | -23.8% |
| YTD | +32.1% | +20.0% | +12.0% | +9.0% |
| 1Y | -6.1% | +16.9% | -22.9% | -21.3% |
| 3Y | +79.2% | +288.5% | -209.3% | -42.1% |
| 5Y | -8.6% | +310.3% | -318.9% | -71.7% |
| All | +378.3% | +629.6% | -251.3% | -4.7% |
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