+391.2%
DDOG vs AWK
+39.4%
+351.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +5.6% | -2.6% | +8.2% | +6.3% |
| 30D | -34.9% | +14.2% | -49.1% | -37.3% |
| 3M | -23.4% | +10.0% | -33.5% | -25.7% |
| 6M | -7.7% | +17.1% | -24.8% | -12.3% |
| YTD | +35.6% | +16.1% | +19.5% | +28.6% |
| 1Y | -3.4% | +17.5% | -20.9% | -8.9% |
| 3Y | +78.0% | +29.3% | +48.6% | +52.1% |
| 5Y | -4.4% | -3.5% | -1.0% | -6.5% |
| All | +391.2% | +39.4% | +351.8% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling