+41.5%
DRAM vs ABCL
+246.4%
-204.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.7% | -0.6% | +3.9% |
| 7D | -18.2% | -3.2% | -15.0% | -17.1% |
| 30D | -34.5% | -7.4% | -27.1% | -32.7% |
| 3M | -23.6% | +81.9% | -105.5% | -36.3% |
| 6M | -19.3% | +135.7% | -155.0% | -40.8% |
| All | +41.5% | +246.4% | -204.8% | -3.2% |
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