+4,392.7%
AMD vs DBX
+20.1%
+4,372.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +5.8% |
| 7D | +2.6% | -2.4% | +5.0% | +3.6% |
| 30D | -0.9% | -0.5% | -0.4% | -1.3% |
| 3M | -8.7% | +28.1% | -36.8% | -20.7% |
| 6M | +136.3% | +33.1% | +103.2% | +97.9% |
| YTD | +123.0% | +25.3% | +97.7% | +91.6% |
| 1Y | +195.2% | +18.3% | +176.8% | +158.8% |
| 3Y | +336.3% | +25.0% | +311.3% | +255.7% |
| 5Y | +334.5% | +7.5% | +326.9% | +273.9% |
| All | +4,392.7% | +20.1% | +4,372.6% | +3,138.8% |
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