+62.5%
DRAM vs AAL
+28.9%
+33.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.3% | -11.6% | -8.2% |
| 7D | -16.6% | +8.3% | -25.0% | -20.1% |
| 30D | -26.9% | +6.2% | -33.1% | -29.3% |
| 3M | -17.8% | -17.7% | -0.1% | -8.8% |
| 6M | +6.2% | +15.4% | -9.2% | -2.5% |
| All | +62.5% | +28.9% | +33.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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