+295.8%
AMD vs DBX
+24.0%
+271.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.4% |
| 7D | +44.7% | -6.3% | +51.0% | +48.1% |
| 30D | -3.3% | -5.9% | +2.5% | -1.4% |
| 3M | +21.2% | -0.4% | +21.6% | +18.4% |
| 6M | +30.6% | +29.8% | +0.7% | +6.9% |
| YTD | +173.3% | +20.5% | +152.8% | +129.9% |
| 1Y | +126.1% | +8.7% | +117.4% | +102.7% |
| 3Y | +393.5% | +25.9% | +367.6% | +256.1% |
| 5Y | +295.8% | +24.2% | +271.6% | +188.5% |
| All | +295.8% | +24.0% | +271.7% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling