+57.3%
DRAM vs APA
+11.4%
+45.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.6% | -2.1% |
| 7D | +18.0% | +9.6% | +8.4% | +21.0% |
| 30D | -17.4% | -0.2% | -17.1% | -17.6% |
| 3M | -20.3% | +19.8% | -40.2% | -13.5% |
| 6M | -14.9% | +30.1% | -45.0% | -2.3% |
| All | +57.3% | +11.4% | +45.8% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling