+637.9%
AMAT vs DBX
+11.7%
+626.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.5% | -7.3% | +4.9% | -0.5% |
| 30D | -26.5% | -5.7% | -20.8% | -25.7% |
| 3M | -28.6% | -6.3% | -22.2% | -28.2% |
| 6M | -14.2% | +12.1% | -26.4% | -20.6% |
| YTD | +45.5% | +16.5% | +28.9% | +31.2% |
| 1Y | +59.3% | +6.1% | +53.3% | +48.4% |
| 3Y | +153.1% | +21.8% | +131.3% | +112.6% |
| 5Y | +158.2% | +19.1% | +139.0% | +115.5% |
| All | +637.9% | +11.7% | +626.2% | +420.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling