+303.4%
APH vs DBX
+20.1%
+283.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.0% | -46.8% | -47.6% |
| 7D | -48.7% | -2.9% | -45.8% | -48.3% |
| 30D | -51.9% | -0.5% | -51.5% | -51.9% |
| 3M | -43.6% | +28.1% | -71.6% | -46.8% |
| 6M | -37.5% | +33.1% | -70.6% | -42.3% |
| YTD | -38.6% | +25.3% | -63.9% | -42.6% |
| 1Y | -26.3% | +18.3% | -44.7% | -30.4% |
| 3Y | +89.2% | +25.0% | +64.2% | +72.4% |
| 5Y | +119.8% | +7.5% | +112.3% | +101.6% |
| All | +303.4% | +20.1% | +283.3% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling