+57.3%
DRAM vs ALHC
-57.3%
+114.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.7% |
| 7D | +18.0% | -0.8% | +18.8% | +18.0% |
| 30D | -17.4% | -9.6% | -7.7% | -17.7% |
| 3M | -20.3% | -44.5% | +24.2% | -22.8% |
| 6M | -14.9% | -59.2% | +44.3% | -14.8% |
| All | +57.3% | -57.3% | +114.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling