-72.1%
RAM vs SNY
+15.0%
-87.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.5% | +0.4% | +20.1% | +21.4% |
| 7D | -8.0% | +2.0% | -10.1% | -6.3% |
| 30D | -40.4% | +21.9% | -62.3% | -4.3% |
| 3M | -37.0% | +11.2% | -48.2% | -21.0% |
| All | -72.1% | +15.0% | -87.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · Available span rolling