+41.5%
DRAM vs AA
-43.8%
+85.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.2% | +4.2% |
| 7D | -18.2% | +0.9% | -19.1% | -18.2% |
| 30D | -34.5% | -6.7% | -27.8% | -31.2% |
| 3M | -23.6% | -16.3% | -7.3% | -15.8% |
| 6M | -19.3% | -37.1% | +17.8% | +13.3% |
| All | +41.5% | -43.8% | +85.3% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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