+62.5%
DRAM vs AME
+11.5%
+51.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.6% | -0.7% | +2.5% |
| 7D | -16.6% | -4.4% | -12.2% | -10.1% |
| 30D | -26.9% | -5.9% | -21.0% | -19.0% |
| 3M | -17.8% | -6.5% | -11.3% | -7.3% |
| 6M | +6.2% | +3.2% | +3.0% | +4.0% |
| All | +62.5% | +11.5% | +51.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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 · 6 months rolling