+115.3%
DDOG vs AWK
+9.6%
+105.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.3% |
| 7D | -6.1% | +2.2% | -8.2% | -5.5% |
| 30D | -10.1% | +4.4% | -14.6% | -9.0% |
| 3M | -9.3% | +15.4% | -24.6% | -5.5% |
| 6M | +67.2% | +3.5% | +63.7% | +69.6% |
| YTD | +54.6% | +9.8% | +44.8% | +59.5% |
| 1Y | +54.1% | +3.0% | +51.1% | +57.2% |
| 3Y | +115.3% | +9.7% | +105.6% | +132.9% |
| All | +115.3% | +9.6% | +105.7% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling