+74.2%
AA vs DBX
+25.2%
+49.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -5.0% |
| 7D | -5.4% | -1.8% | -3.6% | -5.1% |
| 30D | -10.7% | +2.8% | -13.5% | -11.4% |
| 3M | -26.2% | +26.8% | -52.9% | -30.4% |
| 6M | -20.9% | +32.8% | -53.7% | -27.3% |
| YTD | -8.6% | +26.1% | -34.7% | -14.7% |
| 1Y | +57.4% | +14.1% | +43.3% | +51.7% |
| All | +74.2% | +25.2% | +49.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling