+45.1%
ADM vs DBX
+11.3%
+33.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +8.2% | 0.0% | +8.2% | +8.2% |
| 3M | +8.7% | +26.1% | -17.4% | +9.4% |
| 6M | +29.1% | +29.4% | -0.3% | +30.2% |
| YTD | +53.7% | +24.4% | +29.2% | +55.2% |
| All | +45.1% | +11.3% | +33.8% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling