+467.1%
DDOG vs APH
+262.1%
+204.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -47.8% | +37.6% | +12.6% |
| 7D | -12.3% | -48.7% | +36.4% | +10.9% |
| 30D | -24.8% | -51.9% | +27.1% | -1.6% |
| 3M | -12.6% | -43.6% | +31.0% | +3.1% |
| 6M | +79.9% | -37.5% | +117.5% | +93.5% |
| YTD | +56.6% | -38.6% | +95.2% | +64.0% |
| 1Y | +61.6% | -26.3% | +87.9% | +46.5% |
| 3Y | +117.9% | +89.2% | +28.7% | -7.3% |
| 5Y | +54.2% | +119.8% | -65.6% | -40.4% |
| All | +467.1% | +262.1% | +204.9% | +46.4% |
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 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