+62.5%
DRAM vs APLD
-27.1%
+89.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.7% | +1.4% | -1.6% |
| 7D | -16.6% | -18.5% | +1.9% | -6.9% |
| 30D | -26.9% | -32.8% | +5.9% | -10.1% |
| 3M | -17.8% | -46.9% | +29.1% | +14.2% |
| 6M | +6.2% | -53.4% | +59.6% | +59.2% |
| All | +62.5% | -27.1% | +89.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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