-3.1%
DDOG vs APH
+302.4%
-305.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.8% |
| 30D | -35.8% | -8.0% | -27.8% | -32.4% |
| 3M | -25.3% | -5.0% | -20.3% | -23.4% |
| 6M | -8.9% | +29.9% | -38.8% | -24.9% |
| YTD | +35.6% | +18.0% | +17.6% | +10.0% |
| 1Y | -6.8% | +11.3% | -18.1% | -20.9% |
| 3Y | +77.9% | +274.9% | -197.0% | -60.8% |
| 5Y | -3.1% | +300.6% | -303.7% | -80.9% |
| All | -3.1% | +302.4% | -305.6% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling