+46.4%
DRAM vs APP
+5.0%
+41.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.8% |
| 7D | -14.7% | +61.1% | -75.8% | -14.1% |
| 30D | -28.9% | +42.8% | -71.7% | -27.0% |
| 3M | -18.1% | +16.7% | -34.7% | -13.8% |
| 6M | -23.0% | -15.6% | -7.4% | -10.4% |
| All | +46.4% | +5.0% | +41.4% | +65.0% |
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