-69.7%
RAM vs BG
-10.9%
-58.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.4% | -12.7% | -10.0% |
| 7D | -31.3% | -3.8% | -27.5% | -31.4% |
| 30D | -49.4% | -9.6% | -39.8% | -49.5% |
| 3M | -41.4% | -8.5% | -32.8% | -43.5% |
| All | -69.7% | -10.9% | -58.8% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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