+24.9%
DDOG vs APLD
+254.9%
-230.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | -19.1% | -6.3% | -12.8% | -18.7% |
| 30D | -39.2% | -29.6% | -9.6% | -37.5% |
| 3M | -31.6% | -42.6% | +11.0% | -28.9% |
| 6M | -10.9% | -59.6% | +48.7% | -5.7% |
| YTD | +31.2% | -32.0% | +63.2% | +30.5% |
| 1Y | -10.7% | -46.9% | +36.3% | -9.8% |
| 3Y | +72.1% | +255.7% | -183.5% | +29.0% |
| All | +24.9% | +254.9% | -230.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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