+105.2%
APA vs DBX
+7.4%
+97.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +9.6% | -6.3% | +15.9% | +9.8% |
| 30D | -0.2% | -5.9% | +5.6% | 0.0% |
| 3M | +19.8% | -0.4% | +20.2% | +20.0% |
| 6M | +30.1% | +29.8% | +0.2% | +29.3% |
| YTD | +100.4% | +20.5% | +79.9% | +99.0% |
| 1Y | +105.2% | +8.7% | +96.5% | +109.8% |
| All | +105.2% | +7.4% | +97.8% | +109.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling