+59.9%
DDOG vs AWK
-16.7%
+76.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | +7.7% | +0.6% | +7.1% | +7.6% |
| 30D | -13.6% | +4.3% | -17.9% | -14.2% |
| 3M | -0.9% | +12.5% | -13.4% | -2.9% |
| 6M | +75.2% | +3.3% | +71.9% | +74.1% |
| YTD | +65.7% | +9.8% | +55.9% | +62.3% |
| 1Y | +60.4% | +2.9% | +57.5% | +59.0% |
| 3Y | +130.7% | +9.6% | +121.1% | +115.2% |
| 5Y | +59.9% | -16.7% | +76.5% | +75.0% |
| All | +59.9% | -16.7% | +76.6% | +75.0% |
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