-3.1%
DDOG vs AWK
-3.5%
+0.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.4% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -35.8% | +15.5% | -51.3% | -37.0% |
| 3M | -25.3% | +10.0% | -35.3% | -26.2% |
| 6M | -8.9% | +20.4% | -29.3% | -11.4% |
| YTD | +35.6% | +17.1% | +18.5% | +32.0% |
| 1Y | -6.8% | +18.3% | -25.1% | -9.6% |
| 3Y | +77.9% | +30.4% | +47.5% | +52.3% |
| 5Y | -3.1% | -2.7% | -0.5% | +3.6% |
| All | -3.1% | -3.5% | +0.4% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling