+41.5%
DRAM vs ACN
+35.6%
+5.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +7.9% | +5.0% |
| 7D | -18.2% | +0.9% | -19.0% | -17.4% |
| 30D | -34.5% | +33.5% | -68.1% | -20.2% |
| 3M | -23.6% | +53.5% | -77.1% | +4.5% |
| 6M | -19.3% | +52.2% | -71.5% | +34.1% |
| All | +41.5% | +35.6% | +5.9% | +137.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling