+59.4%
DDOG vs AWK
+2.5%
+56.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.7% |
| 7D | +3.2% | -0.7% | +4.0% | +2.9% |
| 30D | -10.2% | +2.8% | -12.9% | -9.0% |
| 3M | -2.6% | +11.3% | -13.9% | +2.0% |
| 6M | +80.1% | +6.7% | +73.4% | +86.1% |
| YTD | +63.0% | +9.4% | +53.7% | +70.4% |
| 1Y | +59.4% | +3.7% | +55.6% | +63.5% |
| All | +59.4% | +2.5% | +56.9% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling