+46.4%
DRAM vs AA
-43.2%
+89.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | +0.3% |
| 7D | -14.7% | +1.2% | -15.9% | -14.8% |
| 30D | -28.9% | -5.0% | -23.9% | -26.1% |
| 3M | -18.1% | -22.2% | +4.1% | -4.5% |
| 6M | -23.0% | -36.3% | +13.3% | +7.3% |
| All | +46.4% | -43.2% | +89.6% | +111.0% |
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