+253.4%
AG vs DBX
+27.0%
+226.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.1% |
| 7D | -6.7% | +2.1% | -8.8% | -6.9% |
| 30D | +2.2% | +5.7% | -3.6% | +1.6% |
| 3M | +15.7% | +31.8% | -16.1% | +12.2% |
| 6M | -23.8% | +37.5% | -61.2% | -27.1% |
| YTD | +17.6% | +27.9% | -10.3% | +14.1% |
| 1Y | +88.6% | +15.0% | +73.6% | +86.6% |
| 3Y | +253.4% | +27.2% | +226.2% | +239.7% |
| All | +253.4% | +27.0% | +226.4% | +239.7% |
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