+62.5%
DRAM vs AON
+7.9%
+54.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.4% | -9.7% | 0.0% |
| 7D | -16.6% | +9.4% | -26.1% | -6.6% |
| 30D | -26.9% | +27.0% | -53.9% | -0.6% |
| 3M | -17.8% | -3.1% | -14.7% | -22.9% |
| 6M | +6.2% | +10.0% | -3.8% | +27.7% |
| All | +62.5% | +7.9% | +54.6% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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