+115.0%
DRAM vs ALNY
-17.6%
+132.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.8% |
| 7D | +6.9% | +12.2% | -5.3% | +11.4% |
| 30D | +11.1% | +16.3% | -5.3% | +17.5% |
| 3M | -9.1% | -12.4% | +3.2% | -9.4% |
| All | +115.0% | -17.6% | +132.6% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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 · Available span rolling