+125.1%
DDOG vs APH
+258.9%
-133.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +0.9% |
| 7D | -23.9% | -5.9% | -18.0% | -21.7% |
| 30D | -34.0% | -14.8% | -19.2% | -29.6% |
| 3M | -21.9% | -12.4% | -9.5% | -17.8% |
| 6M | +24.6% | +8.1% | +16.5% | +20.0% |
| YTD | +31.7% | +10.9% | +20.7% | +19.5% |
| 1Y | -6.2% | +8.8% | -14.9% | -13.9% |
| 3Y | +125.1% | +262.1% | -137.0% | -5.9% |
| All | +125.1% | +258.9% | -133.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling