+62.5%
DRAM vs AEM
-8.2%
+70.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.7% | -15.0% | -10.8% |
| 7D | -16.6% | +0.2% | -16.8% | -16.7% |
| 30D | -26.9% | +0.1% | -26.9% | -26.9% |
| 3M | -17.8% | +22.1% | -39.9% | -33.3% |
| 6M | +6.2% | +2.4% | +3.8% | +3.0% |
| All | +62.5% | -8.2% | +70.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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