+12.4%
APD vs DBX
+33.4%
-21.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.3% |
| 7D | -3.7% | -4.4% | +0.7% | -3.4% |
| 30D | +9.6% | +4.8% | +4.8% | +9.4% |
| 3M | +1.6% | +0.3% | +1.3% | +1.5% |
| 6M | +2.2% | +40.4% | -38.2% | -0.3% |
| YTD | +25.9% | +24.7% | +1.2% | +24.2% |
| 1Y | +20.1% | +20.9% | -0.8% | +18.8% |
| 3Y | +12.4% | +34.5% | -22.1% | +5.1% |
| All | +12.4% | +33.4% | -21.0% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling