+49.0%
DDOG vs APLD
+461.1%
-412.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.0% |
| 7D | -10.1% | +4.1% | -14.2% | -10.4% |
| 30D | -24.8% | -11.7% | -13.1% | -24.2% |
| 3M | -12.6% | -40.3% | +27.7% | -9.8% |
| 6M | +79.9% | -8.0% | +87.9% | +77.3% |
| YTD | +56.6% | +7.5% | +49.0% | +50.7% |
| 1Y | +61.6% | +84.0% | -22.4% | +46.8% |
| 3Y | +117.9% | +356.2% | -238.4% | +60.7% |
| All | +49.0% | +461.1% | -412.0% | +8.1% |
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