-58.5%
RAM vs SNY
+9.0%
-67.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -1.2% | -31.3% | -34.0% |
| 7D | -49.5% | +8.8% | -58.2% | -41.9% |
| 30D | -63.2% | +18.6% | -81.8% | -53.6% |
| 3M | -58.5% | +9.7% | -68.1% | -50.2% |
| All | -58.5% | +9.0% | -67.5% | -50.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling