+46.4%
DRAM vs ADM
-3.5%
+49.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.7% |
| 7D | -14.7% | -1.8% | -12.9% | -14.6% |
| 30D | -28.9% | -13.3% | -15.7% | -28.2% |
| 3M | -18.1% | -13.4% | -4.7% | -17.7% |
| 6M | -23.0% | -9.6% | -13.4% | -21.4% |
| All | +46.4% | -3.5% | +49.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling