+62.5%
DRAM vs ALAB
+119.6%
-57.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -2.9% |
| 7D | -16.6% | -24.9% | +8.2% | -2.9% |
| 30D | -26.9% | -38.4% | +11.5% | -5.9% |
| 3M | -17.8% | -38.3% | +20.4% | +3.9% |
| 6M | +6.2% | +10.9% | -4.7% | +20.4% |
| All | +62.5% | +119.6% | -57.1% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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