+61.6%
DRAM vs ALM
-42.7%
+104.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.1% | +10.2% |
| 7D | -0.6% | -7.2% | +6.6% | +3.9% |
| 30D | -18.0% | -26.4% | +8.3% | -4.4% |
| 3M | -11.9% | -38.6% | +26.7% | +9.6% |
| 6M | -18.6% | -61.0% | +42.4% | +20.2% |
| All | +61.6% | -42.7% | +104.2% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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