+61.6%
DRAM vs APA
+9.3%
+52.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.6% | +6.8% | +11.3% |
| 7D | -0.6% | +5.1% | -5.6% | +0.5% |
| 30D | -18.0% | +0.3% | -18.3% | -17.8% |
| 3M | -11.9% | +15.6% | -27.5% | -5.5% |
| 6M | -18.6% | +28.9% | -47.5% | -6.7% |
| All | +61.6% | +9.3% | +52.3% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling