+50.5%
DRAM vs AME
+12.0%
+38.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.2% | -1.2% |
| 7D | -9.8% | -1.5% | -8.3% | -6.4% |
| 30D | -26.9% | -4.2% | -22.8% | -20.4% |
| 3M | -17.4% | -5.9% | -11.5% | -6.7% |
| 6M | -20.9% | +2.8% | -23.7% | -22.0% |
| All | +50.5% | +12.0% | +38.5% | +42.7% |
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