+57.3%
DRAM vs ALAB
+124.0%
-66.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.9% |
| 7D | +18.0% | +26.9% | -9.0% | +2.9% |
| 30D | -17.4% | -30.0% | +12.6% | 0.0% |
| 3M | -20.3% | -28.5% | +8.2% | -6.4% |
| 6M | -14.9% | +11.4% | -26.3% | -4.7% |
| All | +57.3% | +124.0% | -66.7% | +70.4% |
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