+160.4%
AMAT vs DBX
+26.5%
+133.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.6% | -3.5% |
| 7D | +19.3% | -6.3% | +25.6% | +19.0% |
| 30D | -17.9% | -5.9% | -12.1% | -18.1% |
| 3M | -30.4% | -0.4% | -30.1% | -30.6% |
| 6M | -11.4% | +29.8% | -41.3% | -13.5% |
| YTD | +48.8% | +20.5% | +28.2% | +46.9% |
| 1Y | +66.0% | +8.7% | +57.4% | +67.6% |
| All | +160.4% | +26.5% | +133.9% | +127.0% |
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 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