+467.1%
DDOG vs AWK
+32.1%
+434.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -10.1% | +1.7% | -11.9% | -10.6% |
| 30D | -24.8% | +5.6% | -30.4% | -26.0% |
| 3M | -12.6% | +15.9% | -28.4% | -16.4% |
| 6M | +79.9% | +4.6% | +75.4% | +76.8% |
| YTD | +56.6% | +10.1% | +46.5% | +51.1% |
| 1Y | +61.6% | +2.1% | +59.5% | +58.9% |
| 3Y | +117.9% | +9.8% | +108.0% | +100.1% |
| 5Y | +54.2% | -15.4% | +69.6% | +58.4% |
| All | +467.1% | +32.1% | +434.9% | +372.8% |
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