+57.3%
DRAM vs AEM
-10.7%
+68.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.5% |
| 7D | +18.0% | -5.6% | +23.6% | +21.5% |
| 30D | -17.4% | -3.9% | -13.5% | -15.8% |
| 3M | -20.3% | -3.4% | -16.9% | -20.5% |
| 6M | -14.9% | -9.0% | -5.9% | -11.1% |
| All | +57.3% | -10.7% | +68.0% | +73.5% |
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