-20.0%
DRAM vs AMT
+10.0%
-30.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.4% | -17.5% | -18.4% |
| 7D | -28.5% | +4.4% | -32.8% | -25.0% |
| 30D | -37.8% | +17.7% | -55.5% | -25.6% |
| 3M | -31.1% | +16.7% | -47.8% | -17.9% |
| 6M | -20.0% | +11.1% | -31.2% | -8.1% |
| All | -20.0% | +10.0% | -30.0% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling