+117.8%
AG vs DBX
+15.6%
+102.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -10.0% | -3.3% | -6.7% | -9.6% |
| 30D | -10.5% | -5.9% | -4.6% | -9.8% |
| 3M | -27.3% | -6.7% | -20.6% | -26.8% |
| 6M | -43.0% | +28.0% | -71.0% | -45.6% |
| YTD | -17.9% | +20.6% | -38.5% | -21.4% |
| 1Y | +11.9% | +10.3% | +1.6% | +8.8% |
| 3Y | +201.8% | +24.0% | +177.8% | +182.3% |
| 5Y | -0.1% | +24.2% | -24.3% | -8.4% |
| All | +117.8% | +15.6% | +102.2% | +96.0% |
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