+133.7%
AS vs DBX
+12.2%
+121.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.1% |
| 7D | +7.1% | -1.5% | +8.6% | +7.5% |
| 30D | +12.8% | +6.0% | +6.8% | +11.3% |
| 3M | -14.7% | +2.2% | -16.9% | -15.5% |
| 6M | -9.9% | +40.7% | -50.7% | -18.0% |
| YTD | -16.1% | +28.6% | -44.8% | -21.6% |
| 1Y | +0.2% | +22.8% | -22.6% | -5.4% |
| All | +133.7% | +12.2% | +121.5% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling