+62.5%
DRAM vs ABT
+15.5%
+47.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.6% | -10.9% | +0.7% |
| 7D | -16.6% | +12.5% | -29.2% | -4.7% |
| 30D | -26.9% | +16.1% | -43.0% | -13.4% |
| 3M | -17.8% | +10.2% | -28.0% | -7.4% |
| 6M | +6.2% | +33.7% | -27.5% | +53.5% |
| All | +62.5% | +15.5% | +47.0% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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