+6.7%
APD vs DBX
+20.4%
-13.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -1.1% |
| 7D | -2.2% | -2.4% | +0.2% | -2.3% |
| 30D | +2.1% | -0.5% | +2.6% | +2.1% |
| 3M | +7.2% | +28.1% | -20.9% | +9.2% |
| 6M | +11.2% | +33.1% | -21.8% | +13.8% |
| YTD | +24.4% | +25.3% | -0.9% | +27.1% |
| 1Y | +6.7% | +18.3% | -11.7% | +8.6% |
| All | +6.7% | +20.4% | -13.8% | +8.6% |
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