-14.9%
DRAM vs APLD
-61.3%
+46.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | +0.7% |
| 7D | +18.0% | +19.6% | -1.7% | +5.7% |
| 30D | -17.4% | -24.5% | +7.1% | -2.9% |
| 3M | -20.3% | -45.6% | +25.3% | +12.7% |
| 6M | -14.9% | -61.4% | +46.5% | +40.0% |
| All | -14.9% | -61.3% | +46.4% | +40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling