+123.4%
AS vs DBX
+5.2%
+118.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.9% | -3.3% | -1.6% | -4.3% |
| 30D | +3.9% | -5.9% | +9.8% | +5.1% |
| 3M | -9.6% | -6.7% | -2.9% | -8.7% |
| 6M | -8.7% | +28.0% | -36.6% | -14.8% |
| YTD | -19.8% | +20.6% | -40.5% | -24.1% |
| 1Y | -1.5% | +10.3% | -11.8% | -4.2% |
| All | +123.4% | +5.2% | +118.2% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling