+61.6%
DRAM vs ARM
+35.8%
+25.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +12.1% | -1.7% | +3.0% |
| 7D | -0.6% | +6.0% | -6.6% | -3.3% |
| 30D | -18.0% | -20.3% | +2.3% | -6.3% |
| 3M | -11.9% | -24.4% | +12.5% | +1.9% |
| 6M | -18.6% | -4.4% | -14.2% | -4.6% |
| All | +61.6% | +35.8% | +25.8% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling