-9.1%
DRAM vs APH
-43.0%
+33.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -47.8% | +52.7% | +14.5% |
| 7D | +5.0% | -48.7% | +53.7% | +17.8% |
| 30D | +11.1% | -51.9% | +63.0% | +38.8% |
| 3M | -9.1% | -43.6% | +34.4% | -12.0% |
| All | -9.1% | -43.0% | +33.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 3mo: compounded portfolio wealth divided by compounded APH 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…
3mo analysis · Full analysis span regression · Available span rolling