-79.5%
RAM vs AR
+6.2%
-85.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -2.8% | -29.6% | -33.9% |
| 7D | -49.5% | -11.7% | -37.8% | -54.2% |
| 30D | -63.2% | +1.8% | -65.1% | -60.8% |
| 3M | -58.5% | +6.0% | -64.5% | -52.4% |
| All | -79.5% | +6.2% | -85.8% | -76.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling