-69.7%
RAM vs AR
+9.3%
-79.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -6.3% | -4.1% | -14.8% |
| 7D | -31.3% | -11.1% | -20.2% | -37.6% |
| 30D | -49.4% | +7.9% | -57.3% | -43.0% |
| 3M | -41.4% | +4.9% | -46.3% | -34.6% |
| All | -69.7% | +9.3% | -79.0% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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 · Available span rolling