+41.5%
DRAM vs APP
+3.8%
+37.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.9% | -3.7% | +6.5% |
| 7D | -18.2% | +71.2% | -89.4% | -18.7% |
| 30D | -34.5% | +39.1% | -73.6% | -32.7% |
| 3M | -23.6% | +16.5% | -40.2% | -19.8% |
| 6M | -19.3% | -16.6% | -2.7% | -7.1% |
| All | +41.5% | +3.8% | +37.7% | +59.4% |
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