-14.9%
DRAM vs ACI
-15.5%
+0.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -1.9% |
| 7D | +18.0% | -0.5% | +18.4% | +17.9% |
| 30D | -17.4% | +4.9% | -22.3% | -14.2% |
| 3M | -20.3% | +11.1% | -31.4% | -14.0% |
| 6M | -14.9% | -14.9% | 0.0% | -18.6% |
| All | -14.9% | -15.5% | +0.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 6mo: compounded portfolio wealth divided by compounded ACI 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…
6mo analysis · Full analysis span regression · 6 months rolling