+7.7%
AS vs DBX
+4.4%
+3.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.1% | +3.2% |
| 7D | +5.8% | -8.6% | +14.4% | +5.9% |
| 30D | +15.4% | -5.2% | +20.5% | +15.3% |
| 3M | -11.9% | -6.4% | -5.5% | -12.0% |
| 6M | -9.9% | +12.7% | -22.6% | -9.6% |
| YTD | -13.1% | +17.2% | -30.3% | -12.7% |
| All | +7.7% | +4.4% | +3.3% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling