+41.5%
DRAM vs ALAB
+87.6%
-46.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | -0.1% | +2.6% |
| 7D | -18.2% | -26.3% | +8.1% | -3.0% |
| 30D | -34.5% | -50.1% | +15.6% | -4.5% |
| 3M | -23.6% | -42.5% | +18.9% | +1.5% |
| 6M | -19.3% | -10.8% | -8.4% | +1.0% |
| All | +41.5% | +87.6% | -46.0% | +69.8% |
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