+490.5%
DDOG vs AWK
+31.3%
+459.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +3.2% | -0.7% | +4.0% | +3.4% |
| 30D | -10.2% | +2.8% | -12.9% | -10.9% |
| 3M | -2.6% | +11.3% | -13.9% | -5.7% |
| 6M | +80.1% | +6.7% | +73.4% | +75.8% |
| YTD | +63.0% | +9.4% | +53.7% | +57.6% |
| 1Y | +59.4% | +3.7% | +55.6% | +55.8% |
| 3Y | +127.0% | +9.2% | +117.8% | +108.8% |
| 5Y | +61.7% | -15.7% | +77.4% | +66.2% |
| All | +490.5% | +31.3% | +459.2% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling