+559.1%
AMAT vs DBX
+19.5%
+539.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +5.2% |
| 7D | -14.7% | -4.4% | -10.3% | -13.6% |
| 30D | -36.1% | +4.8% | -40.9% | -37.2% |
| 3M | -36.9% | +0.3% | -37.2% | -37.7% |
| 6M | -22.2% | +40.4% | -62.6% | -33.4% |
| YTD | +29.9% | +24.7% | +5.3% | +15.1% |
| 1Y | +43.3% | +20.9% | +22.4% | +27.6% |
| 3Y | +142.7% | +34.5% | +108.2% | +97.6% |
| 5Y | +126.2% | +24.6% | +101.6% | +87.0% |
| All | +559.1% | +19.5% | +539.5% | +357.1% |
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