+62.5%
DRAM vs ACGL
+15.6%
+46.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.7% | -8.0% | -0.2% |
| 7D | -16.6% | +8.0% | -24.6% | -2.6% |
| 30D | -26.9% | +17.3% | -44.1% | +1.0% |
| 3M | -17.8% | +11.2% | -29.0% | +2.7% |
| 6M | +6.2% | +18.2% | -12.0% | +63.4% |
| All | +62.5% | +15.6% | +46.9% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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