+5,101.3%
AMD vs DBX
+14.3%
+5,087.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +6.3% |
| 7D | +13.1% | -8.1% | +21.3% | +16.8% |
| 30D | -7.0% | -4.9% | -2.1% | -5.5% |
| 3M | +16.6% | -2.7% | +19.3% | +15.4% |
| 6M | +20.5% | +25.2% | -4.7% | +3.2% |
| YTD | +158.2% | +19.3% | +138.9% | +123.1% |
| 1Y | +132.8% | +6.6% | +126.2% | +112.1% |
| 3Y | +366.2% | +24.6% | +341.6% | +272.8% |
| 5Y | +278.7% | +23.5% | +255.2% | +204.3% |
| All | +5,101.3% | +14.3% | +5,087.0% | +3,671.3% |
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