+4,657.7%
AMD vs DBX
+16.6%
+4,641.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.9% | +8.8% | +7.2% |
| 7D | +10.0% | -1.3% | +11.4% | +10.4% |
| 30D | +4.6% | -2.9% | +7.5% | +5.3% |
| 3M | +3.1% | +23.8% | -20.7% | -9.1% |
| 6M | +162.8% | +26.2% | +136.6% | +125.4% |
| YTD | +136.2% | +21.6% | +114.5% | +105.3% |
| 1Y | +234.0% | +11.4% | +222.6% | +201.3% |
| 3Y | +376.7% | +21.3% | +355.4% | +293.6% |
| 5Y | +376.3% | +6.7% | +369.7% | +311.4% |
| All | +4,657.7% | +16.6% | +4,641.1% | +3,371.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling