+0.3%
AG vs DBX
+24.0%
-23.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -10.0% | -3.3% | -6.7% | -9.4% |
| 30D | -10.5% | -5.9% | -4.6% | -9.4% |
| 3M | -27.3% | -6.7% | -20.6% | -26.6% |
| 6M | -43.0% | +28.0% | -71.0% | -47.4% |
| YTD | -17.9% | +20.6% | -38.5% | -23.7% |
| 1Y | +11.9% | +10.3% | +1.6% | +7.1% |
| 3Y | +201.8% | +24.0% | +177.8% | +161.7% |
| All | +0.3% | +24.0% | -23.7% | -11.4% |
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