+18.5%
ADM vs DBX
+21.2%
-2.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | -0.1% | -1.3% | +1.3% | -0.1% |
| 30D | +11.0% | -2.9% | +13.9% | +11.0% |
| 3M | +6.0% | +23.8% | -17.8% | +5.5% |
| 6M | +26.9% | +26.2% | +0.7% | +26.2% |
| YTD | +50.0% | +21.6% | +28.4% | +49.4% |
| 1Y | +39.6% | +11.4% | +28.2% | +39.5% |
| 3Y | +18.5% | +21.3% | -2.7% | +15.7% |
| All | +18.5% | +21.2% | -2.6% | +15.7% |
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 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