+375.1%
DDOG vs APH
+622.8%
-247.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.1% |
| 7D | -19.1% | -5.0% | -14.1% | -16.6% |
| 30D | -39.2% | -8.4% | -30.8% | -36.0% |
| 3M | -31.6% | -4.5% | -27.1% | -30.1% |
| 6M | -10.9% | +25.3% | -36.1% | -23.9% |
| YTD | +31.2% | +18.9% | +12.3% | +8.8% |
| 1Y | -10.7% | +11.9% | -22.6% | -22.9% |
| 3Y | +72.1% | +278.0% | -205.8% | -43.3% |
| 5Y | -5.5% | +306.4% | -311.9% | -70.6% |
| All | +375.1% | +622.8% | -247.7% | -4.9% |
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