+4,124.3%
AMD vs DBX
+19.5%
+4,104.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.1% | +14.1% | +12.4% |
| 7D | -11.0% | -4.4% | -6.7% | -9.4% |
| 30D | -30.5% | +4.8% | -35.3% | -32.1% |
| 3M | -8.2% | +0.3% | -8.6% | -9.9% |
| 6M | +6.6% | +40.4% | -33.8% | -13.5% |
| YTD | +109.7% | +24.7% | +85.0% | +78.5% |
| 1Y | +88.9% | +20.9% | +68.0% | +62.1% |
| 3Y | +301.8% | +34.5% | +267.3% | +211.1% |
| 5Y | +229.4% | +24.6% | +204.7% | +164.7% |
| All | +4,124.3% | +19.5% | +4,104.8% | +2,917.2% |
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