-3.4%
DDOG vs APH
+11.4%
-14.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +5.6% | +11.1% | -5.5% | +3.0% |
| 30D | -34.9% | -7.3% | -27.6% | -34.0% |
| 3M | -23.4% | -6.2% | -17.3% | -22.7% |
| 6M | -7.7% | +24.9% | -32.7% | -8.6% |
| YTD | +35.6% | +18.4% | +17.2% | +25.7% |
| 1Y | -3.4% | +13.0% | -16.4% | -8.3% |
| All | -3.4% | +11.4% | -14.7% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling