+62.5%
DRAM vs APP
-27.9%
+90.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +10.7% | -16.0% | -6.9% |
| 7D | -16.6% | +4.5% | -21.2% | -17.2% |
| 30D | -26.9% | -3.6% | -23.2% | -26.5% |
| 3M | -17.8% | -35.3% | +17.4% | -12.9% |
| 6M | +6.2% | -42.8% | +49.0% | +19.5% |
| All | +62.5% | -27.9% | +90.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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