+57.3%
DRAM vs AMT
+14.1%
+43.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.9% |
| 7D | +18.0% | -2.2% | +20.1% | +15.7% |
| 30D | -17.4% | +5.8% | -23.1% | -12.1% |
| 3M | -20.3% | +12.6% | -32.9% | -10.0% |
| 6M | -14.9% | +8.3% | -23.2% | -3.8% |
| All | +57.3% | +14.1% | +43.2% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling