+203.0%
AMAT vs DBX
+26.1%
+176.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.4% |
| 7D | -1.5% | -2.4% | +0.9% | -1.5% |
| 30D | -14.8% | -0.5% | -14.3% | -14.7% |
| 3M | -9.3% | +28.1% | -37.3% | -10.6% |
| 6M | +27.4% | +33.1% | -5.7% | +24.0% |
| YTD | +77.6% | +25.3% | +52.3% | +74.9% |
| 1Y | +188.9% | +18.3% | +170.6% | +186.8% |
| All | +203.0% | +26.1% | +176.9% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling