-79.5%
RAM vs MTB
-4.3%
-75.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -2.2% | -30.3% | -34.6% |
| 7D | -49.5% | -1.9% | -47.6% | -50.8% |
| 30D | -63.2% | +0.5% | -63.7% | -62.7% |
| 3M | -58.5% | -12.2% | -46.3% | -67.3% |
| All | -79.5% | -4.3% | -75.3% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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