+365.0%
DDOG vs APH
+547.7%
-182.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.3% | +1.8% | -2.1% |
| 7D | -34.3% | -12.7% | -21.6% | -28.6% |
| 30D | -37.2% | -19.2% | -18.1% | -28.8% |
| 3M | -38.3% | -16.7% | -21.7% | -31.7% |
| 6M | +19.8% | +5.1% | +14.7% | +12.9% |
| YTD | +28.4% | +6.6% | +21.8% | +13.7% |
| 1Y | +12.7% | +3.9% | +8.8% | +1.2% |
| 3Y | +112.8% | +246.0% | -133.2% | -26.4% |
| 5Y | -5.9% | +268.0% | -273.9% | -68.9% |
| All | +365.0% | +547.7% | -182.7% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling