+71.6%
AMAT vs DBX
+9.0%
+62.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.6% | -3.1% |
| 7D | +19.3% | -6.3% | +25.6% | +16.1% |
| 30D | -17.9% | -5.9% | -12.1% | -19.9% |
| 3M | -30.4% | -0.4% | -30.1% | -29.7% |
| 6M | -11.4% | +29.8% | -41.3% | -0.2% |
| YTD | +48.8% | +20.5% | +28.2% | +63.8% |
| All | +71.6% | +9.0% | +62.6% | +85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling