+231.1%
AG vs DBX
+16.6%
+214.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | +4.5% | -1.3% | +5.8% | +4.7% |
| 30D | +12.9% | -2.9% | +15.7% | +13.2% |
| 3M | +20.9% | +23.8% | -2.9% | +16.6% |
| 6M | -19.5% | +26.2% | -45.7% | -23.2% |
| YTD | +24.8% | +21.6% | +3.2% | +19.7% |
| 1Y | +120.2% | +11.4% | +108.8% | +114.2% |
| 3Y | +279.0% | +21.3% | +257.7% | +256.9% |
| 5Y | +67.9% | +6.7% | +61.3% | +56.0% |
| All | +231.1% | +16.6% | +214.5% | +198.7% |
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 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