-19.3%
DRAM vs ACN
+48.0%
-67.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -19.3% |
| 3M | -23.6% | +53.5% | -77.1% | +6.8% |
| 6M | -19.3% | +52.2% | -71.5% | +33.4% |
| All | -19.3% | +48.0% | -67.3% | +33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling