-20.0%
DRAM vs APP
-25.8%
+5.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +31.0% | -49.0% | -15.3% |
| 7D | -28.5% | +39.7% | -68.2% | -26.8% |
| 30D | -37.8% | +27.7% | -65.6% | -35.6% |
| 3M | -31.1% | -14.8% | -16.4% | -25.3% |
| 6M | -20.0% | -25.5% | +5.5% | -6.6% |
| All | -20.0% | -25.8% | +5.8% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling