+301.8%
AMD vs DBX
+33.4%
+268.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.1% | +14.1% | +11.4% |
| 7D | -11.0% | -4.4% | -6.7% | -10.5% |
| 30D | -30.5% | +4.8% | -35.3% | -31.0% |
| 3M | -8.2% | +0.3% | -8.6% | -8.9% |
| 6M | +6.6% | +40.4% | -33.8% | -4.3% |
| YTD | +109.7% | +24.7% | +85.0% | +94.8% |
| 1Y | +88.9% | +20.9% | +68.0% | +76.5% |
| 3Y | +301.8% | +34.5% | +267.3% | +248.3% |
| All | +301.8% | +33.4% | +268.4% | +248.3% |
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 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