+46.4%
DRAM vs AGI
-28.6%
+75.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -0.5% |
| 7D | -14.7% | +13.9% | -28.6% | -20.2% |
| 30D | -28.9% | -6.2% | -22.7% | -26.4% |
| 3M | -18.1% | -6.9% | -11.1% | -15.3% |
| 6M | -23.0% | -28.7% | +5.7% | -8.2% |
| All | +46.4% | -28.6% | +75.0% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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