+52.7%
DRAM vs ACN
+30.4%
+22.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.7% |
| 7D | +7.9% | -3.8% | +11.8% | +5.4% |
| 30D | -15.4% | +16.5% | -32.0% | -5.6% |
| 3M | -25.5% | +41.5% | -67.0% | -4.0% |
| 6M | -22.3% | +60.1% | -82.3% | +27.4% |
| All | +52.7% | +30.4% | +22.3% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling