+61.6%
DRAM vs AFL
+17.3%
+44.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.4% | +10.0% | +11.2% |
| 7D | -0.6% | +1.4% | -2.0% | +3.1% |
| 30D | -18.0% | +9.7% | -27.7% | +2.6% |
| 3M | -11.9% | +5.5% | -17.4% | +2.2% |
| 6M | -18.6% | +11.2% | -29.8% | +10.0% |
| All | +61.6% | +17.3% | +44.3% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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