+61.6%
DRAM vs AMT
+14.3%
+47.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.4% | +10.3% |
| 7D | -0.6% | -2.4% | +1.8% | -2.8% |
| 30D | -18.0% | +4.2% | -22.2% | -14.0% |
| 3M | -11.9% | +13.4% | -25.3% | +0.4% |
| 6M | -18.6% | +9.4% | -28.0% | -7.3% |
| All | +61.6% | +14.3% | +47.2% | +82.3% |
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