-26.9%
DRAM vs ACN
+22.9%
-49.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +4.3% |
| 7D | -9.8% | -2.5% | -7.3% | -11.3% |
| 30D | -26.9% | +22.6% | -49.6% | -13.1% |
| All | -26.9% | +22.9% | -49.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1mo: compounded portfolio wealth divided by compounded ACN 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…
1mo analysis · Full analysis span regression · Available span rolling