+62.5%
DRAM vs AXP
+13.2%
+49.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -5.6% |
| 7D | -16.6% | +4.6% | -21.3% | -17.3% |
| 30D | -26.9% | +9.7% | -36.6% | -28.4% |
| 3M | -17.8% | -3.8% | -14.0% | -16.1% |
| 6M | +6.2% | +4.8% | +1.4% | +6.8% |
| All | +62.5% | +13.2% | +49.3% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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