-17.8%
DRAM vs APP
-35.0%
+17.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +10.7% | -16.0% | -6.8% |
| 7D | -16.6% | +4.5% | -21.2% | -17.1% |
| 30D | -26.9% | -3.6% | -23.2% | -26.4% |
| 3M | -17.8% | -35.3% | +17.4% | -12.8% |
| All | -17.8% | -35.0% | +17.2% | -12.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling