+122.4%
ADM vs DBX
+15.6%
+106.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | +4.2% | -3.3% | +7.4% | +4.6% |
| 30D | -12.8% | -5.9% | -7.0% | -12.3% |
| 3M | -8.5% | -6.7% | -1.8% | -7.9% |
| 6M | -10.9% | +28.0% | -38.9% | -13.7% |
| YTD | +29.4% | +20.6% | +8.8% | +25.7% |
| 1Y | +27.5% | +10.3% | +17.2% | +25.2% |
| 3Y | +10.3% | +24.0% | -13.7% | +4.7% |
| 5Y | +27.4% | +24.2% | +3.1% | +19.1% |
| All | +122.4% | +15.6% | +106.8% | +90.0% |
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