+46.4%
DRAM vs AMC
+239.2%
-192.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.0% |
| 7D | -14.7% | +5.5% | -20.2% | -15.1% |
| 30D | -28.9% | +16.1% | -45.0% | -30.2% |
| 3M | -18.1% | +43.0% | -61.0% | -22.5% |
| 6M | -23.0% | +130.7% | -153.7% | -35.8% |
| All | +46.4% | +239.2% | -192.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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