+46.4%
DRAM vs ALM
-42.8%
+89.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.2% | +4.5% | +1.0% |
| 7D | -14.7% | -6.3% | -8.4% | -11.2% |
| 30D | -28.9% | -31.4% | +2.5% | -14.1% |
| 3M | -18.1% | -40.6% | +22.5% | +3.6% |
| 6M | -23.0% | -58.6% | +35.6% | +11.5% |
| All | +46.4% | -42.8% | +89.2% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling