+41.5%
DRAM vs ALHC
-58.2%
+99.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.1% |
| 7D | -18.2% | +1.0% | -19.1% | -17.9% |
| 30D | -34.5% | -14.2% | -20.4% | -34.8% |
| 3M | -23.6% | -45.1% | +21.5% | -26.0% |
| 6M | -19.3% | -59.5% | +40.2% | -18.2% |
| All | +41.5% | -58.2% | +99.8% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling