+61.6%
DRAM vs AON
+5.3%
+56.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.4% |
| 7D | -0.6% | -2.4% | +1.8% | -3.3% |
| 30D | -18.0% | +22.8% | -40.8% | +6.7% |
| 3M | -11.9% | -5.3% | -6.5% | -19.5% |
| 6M | -18.6% | +8.4% | -26.9% | -5.1% |
| All | +61.6% | +5.3% | +56.2% | +89.9% |
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