+33.3%
DRAM vs ARM
+11.3%
+22.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -13.1% | -4.9% | -10.1% |
| 7D | -28.5% | -27.1% | -1.4% | -13.4% |
| 30D | -37.8% | -44.9% | +7.1% | -12.2% |
| 3M | -31.1% | -39.3% | +8.2% | -9.5% |
| 6M | -20.0% | -20.2% | +0.1% | +5.7% |
| All | +33.3% | +11.3% | +22.0% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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