+41.5%
DRAM vs ADI
+17.9%
+23.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.2% |
| 7D | -18.2% | -12.8% | -5.3% | +0.1% |
| 30D | -34.5% | -11.3% | -23.2% | -21.5% |
| 3M | -23.6% | -3.4% | -20.3% | -19.3% |
| 6M | -19.3% | -12.0% | -7.3% | +2.6% |
| All | +41.5% | +17.9% | +23.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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