+62.5%
DRAM vs AMT
+17.1%
+45.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.4% | -1.4% |
| 7D | -16.6% | +6.0% | -22.7% | -11.5% |
| 30D | -26.9% | +20.1% | -46.9% | -11.8% |
| 3M | -17.8% | +12.4% | -30.2% | -8.6% |
| 6M | +6.2% | +9.9% | -3.7% | +22.8% |
| All | +62.5% | +17.1% | +45.4% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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