+67.1%
ADM vs DBX
+8.9%
+58.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +8.2% | 0.0% | +8.2% | +8.2% |
| 3M | +8.7% | +26.1% | -17.4% | +7.1% |
| 6M | +29.1% | +29.4% | -0.3% | +26.8% |
| YTD | +53.7% | +24.4% | +29.2% | +51.3% |
| 1Y | +43.2% | +10.9% | +32.4% | +42.2% |
| 3Y | +21.4% | +24.1% | -2.7% | +17.5% |
| 5Y | +67.1% | +7.8% | +59.3% | +61.2% |
| All | +67.1% | +8.9% | +58.2% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling