+25.3%
APD vs DBX
+8.9%
+16.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | -4.2% | 0.0% | -4.2% | -4.3% |
| 3M | +5.0% | +26.1% | -21.1% | +0.9% |
| 6M | +8.9% | +29.4% | -20.4% | +3.7% |
| YTD | +21.9% | +24.4% | -2.5% | +16.8% |
| 1Y | +5.6% | +10.9% | -5.3% | +3.2% |
| 3Y | +6.9% | +24.1% | -17.2% | -0.9% |
| 5Y | +25.3% | +7.8% | +17.6% | +8.7% |
| All | +25.3% | +8.9% | +16.5% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling