+634.0%
AMAT vs DBX
+12.3%
+621.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -6.0% | +17.4% | +13.2% |
| 7D | -1.1% | -8.6% | +7.5% | +1.3% |
| 30D | -26.9% | -5.2% | -21.7% | -26.2% |
| 3M | -31.2% | -6.4% | -24.8% | -30.8% |
| 6M | -14.7% | +12.7% | -27.4% | -21.2% |
| YTD | +44.7% | +17.2% | +27.5% | +30.3% |
| 1Y | +62.0% | +5.5% | +56.4% | +51.2% |
| 3Y | +165.0% | +24.1% | +140.8% | +121.0% |
| 5Y | +147.1% | +14.2% | +132.9% | +109.3% |
| All | +634.0% | +12.3% | +621.7% | +417.3% |
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