+41.5%
DRAM vs ARM
+16.6%
+24.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.4% | +3.3% |
| 7D | -18.2% | -15.2% | -2.9% | -9.1% |
| 30D | -34.5% | -40.7% | +6.2% | -11.3% |
| 3M | -23.6% | -39.1% | +15.5% | +0.3% |
| 6M | -19.3% | -26.4% | +7.1% | +6.4% |
| All | +41.5% | +16.6% | +24.9% | +69.2% |
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