-1.0%
DDOG vs APH
+11.6%
-12.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.2% |
| 7D | +2.9% | +4.9% | -2.0% | +1.7% |
| 30D | -31.6% | -5.4% | -26.2% | -30.8% |
| 3M | -27.0% | -5.5% | -21.5% | -26.1% |
| 6M | -10.3% | +25.9% | -36.2% | -10.7% |
| YTD | +35.4% | +16.4% | +19.1% | +25.7% |
| 1Y | -1.0% | +16.5% | -17.5% | -8.4% |
| All | -1.0% | +11.6% | -12.6% | -8.4% |
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