+62.5%
DRAM vs AIG
+9.7%
+52.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -3.6% |
| 7D | -16.6% | +2.3% | -18.9% | -14.2% |
| 30D | -26.9% | +8.8% | -35.6% | -19.4% |
| 3M | -17.8% | +3.7% | -21.5% | -13.9% |
| 6M | +6.2% | +6.8% | -0.5% | +24.5% |
| All | +62.5% | +9.7% | +52.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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