+800.7%
AMAT vs DBX
+20.1%
+780.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.1% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | -14.8% | -0.5% | -14.3% | -14.9% |
| 3M | -9.3% | +28.1% | -37.3% | -18.1% |
| 6M | +27.4% | +33.1% | -5.7% | +11.5% |
| YTD | +77.6% | +25.3% | +52.3% | +58.5% |
| 1Y | +188.9% | +18.3% | +170.6% | +161.4% |
| 3Y | +202.3% | +25.0% | +177.3% | +156.3% |
| 5Y | +248.9% | +7.5% | +241.4% | +204.8% |
| All | +800.7% | +20.1% | +780.6% | +529.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling