+62.5%
DRAM vs ABCL
+258.0%
-195.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.6% |
| 7D | -16.6% | -10.0% | -6.7% | -14.2% |
| 30D | -26.9% | -10.9% | -16.0% | -24.6% |
| 3M | -17.8% | +101.6% | -119.5% | -34.7% |
| 6M | +6.2% | +167.5% | -161.3% | -24.9% |
| All | +62.5% | +258.0% | -195.5% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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