+355.9%
APH vs DBX
+7.0%
+349.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | +5.0% | -2.4% | +7.4% | +5.5% |
| 30D | -3.9% | -0.5% | -3.4% | -4.0% |
| 3M | +13.0% | +28.1% | -15.1% | +5.8% |
| 6M | +25.2% | +33.1% | -7.9% | +14.6% |
| YTD | +22.9% | +25.3% | -2.4% | +14.6% |
| 1Y | +47.8% | +18.3% | +29.5% | +39.5% |
| 3Y | +283.0% | +25.0% | +258.0% | +240.7% |
| All | +355.9% | +7.0% | +349.0% | +282.2% |
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