+467.1%
DDOG vs APTV
-46.2%
+513.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -3.9% | -1.9% |
| 7D | -10.1% | +4.8% | -15.0% | -11.7% |
| 30D | -24.8% | +2.0% | -26.8% | -25.4% |
| 3M | -12.6% | -34.2% | +21.7% | +0.1% |
| 6M | +79.9% | -34.7% | +114.6% | +104.2% |
| YTD | +56.6% | -37.0% | +93.6% | +79.3% |
| 1Y | +61.6% | -40.4% | +102.0% | +88.0% |
| 3Y | +117.9% | -54.1% | +172.0% | +169.1% |
| 5Y | +54.2% | -68.0% | +122.2% | +109.4% |
| All | +467.1% | -46.2% | +513.3% | +536.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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