+41.5%
DRAM vs APA
+4.3%
+37.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.5% | +6.9% |
| 7D | -18.2% | -15.5% | -2.7% | -23.4% |
| 30D | -34.5% | +2.4% | -36.9% | -33.2% |
| 3M | -23.6% | +22.8% | -46.4% | -15.0% |
| 6M | -19.3% | +17.9% | -37.2% | -9.6% |
| All | +41.5% | +4.3% | +37.2% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling