+99.9%
ABT vs DBX
+22.6%
+77.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.6% |
| 7D | -5.9% | +2.1% | -8.0% | -6.2% |
| 30D | -8.1% | +5.7% | -13.8% | -9.0% |
| 3M | +14.5% | +31.8% | -17.3% | +9.1% |
| 6M | -6.3% | +37.5% | -43.7% | -11.8% |
| YTD | -17.1% | +27.9% | -45.0% | -21.1% |
| 1Y | -21.4% | +15.0% | -36.4% | -24.0% |
| 3Y | +5.9% | +27.2% | -21.3% | -2.0% |
| 5Y | -12.8% | +12.8% | -25.5% | -19.1% |
| All | +99.9% | +22.6% | +77.3% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling