+57.3%
DRAM vs AAL
+25.9%
+31.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | +0.4% |
| 7D | +18.0% | +2.9% | +15.0% | +16.2% |
| 30D | -17.4% | +6.5% | -23.9% | -19.9% |
| 3M | -20.3% | -10.9% | -9.5% | -15.0% |
| 6M | -14.9% | +4.9% | -19.8% | -17.4% |
| All | +57.3% | +25.9% | +31.4% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling