+50.5%
DRAM vs APLD
-26.6%
+77.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.5% | -1.2% | +2.0% |
| 7D | -9.8% | +3.1% | -12.9% | -11.0% |
| 30D | -26.9% | -29.4% | +2.4% | -11.8% |
| 3M | -17.4% | -42.8% | +25.3% | +10.7% |
| 6M | -20.9% | -59.5% | +38.6% | +24.4% |
| All | +50.5% | -26.6% | +77.1% | +104.1% |
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