-31.1%
DRAM vs ALAB
-48.5%
+17.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -19.6% | +1.7% | -6.8% |
| 7D | -28.5% | -38.2% | +9.7% | -8.0% |
| 30D | -37.8% | -54.0% | +16.1% | -9.8% |
| 3M | -31.1% | -43.6% | +12.5% | -8.4% |
| All | -31.1% | -48.5% | +17.4% | -8.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling