+165.2%
ADM vs DBX
+20.9%
+144.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +3.0% | -1.8% | +4.8% | +3.2% |
| 30D | +8.7% | +2.8% | +5.9% | +8.3% |
| 3M | +7.6% | +26.8% | -19.2% | +4.5% |
| 6M | +26.9% | +32.8% | -5.9% | +22.0% |
| YTD | +54.3% | +26.1% | +28.2% | +49.2% |
| 1Y | +45.7% | +14.1% | +31.5% | +42.4% |
| 3Y | +21.9% | +25.7% | -3.8% | +15.6% |
| 5Y | +67.2% | +11.2% | +56.0% | +59.1% |
| All | +165.2% | +20.9% | +144.3% | +125.6% |
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