+158.2%
ADM vs DBX
+20.1%
+138.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +3.8% | -2.4% | +6.2% | +4.0% |
| 30D | +9.8% | -0.5% | +10.2% | +9.7% |
| 3M | +2.1% | +28.1% | -25.9% | -1.0% |
| 6M | +27.5% | +33.1% | -5.6% | +22.6% |
| YTD | +50.2% | +25.3% | +24.9% | +45.4% |
| 1Y | +40.6% | +18.3% | +22.2% | +36.8% |
| 3Y | +17.2% | +25.0% | -7.8% | +11.3% |
| 5Y | +61.9% | +7.5% | +54.4% | +54.9% |
| All | +158.2% | +20.1% | +138.0% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling