+57.3%
DRAM vs ACGL
+14.1%
+43.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.5% |
| 7D | +18.0% | -1.2% | +19.2% | +15.5% |
| 30D | -17.4% | +12.8% | -30.2% | +5.7% |
| 3M | -20.3% | +12.3% | -32.6% | +1.7% |
| 6M | -14.9% | +15.8% | -30.7% | +27.7% |
| All | +57.3% | +14.1% | +43.2% | +134.6% |
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