+62.5%
DRAM vs ARES
+35.2%
+27.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.1% | -11.5% | -6.9% |
| 7D | -16.6% | +10.5% | -27.2% | -19.3% |
| 30D | -26.9% | +16.8% | -43.7% | -30.8% |
| 3M | -17.8% | -3.2% | -14.6% | -16.6% |
| 6M | +6.2% | +16.4% | -10.2% | +3.1% |
| All | +62.5% | +35.2% | +27.3% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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