+5.6%
APD vs DBX
+12.9%
-7.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.7% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -4.2% | 0.0% | -4.2% | -4.2% |
| 3M | +5.0% | +26.1% | -21.1% | +6.8% |
| 6M | +8.9% | +29.4% | -20.4% | +11.2% |
| YTD | +21.9% | +24.4% | -2.5% | +24.5% |
| 1Y | +5.6% | +10.9% | -5.3% | +5.5% |
| All | +5.6% | +12.9% | -7.3% | +5.5% |
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 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