+115.0%
DRAM vs ALM
+23.5%
+91.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +7.4% |
| 7D | +6.9% | -2.6% | +9.5% | +8.3% |
| 30D | +11.1% | +32.0% | -20.9% | -4.8% |
| 3M | -9.1% | -15.0% | +5.9% | -5.7% |
| All | +115.0% | +23.5% | +91.6% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling