+46.4%
DRAM vs AON
+5.3%
+41.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.5% |
| 7D | -14.7% | +1.9% | -16.6% | -12.4% |
| 30D | -28.9% | +23.3% | -52.2% | -6.9% |
| 3M | -18.1% | -5.5% | -12.5% | -25.4% |
| 6M | -23.0% | +8.0% | -31.1% | -10.4% |
| All | +46.4% | +5.3% | +41.1% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling