+134.9%
AS vs DBX
+8.8%
+126.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.2% |
| 7D | +6.9% | -4.4% | +11.3% | +8.0% |
| 30D | +16.0% | +4.8% | +11.2% | +14.8% |
| 3M | -12.8% | +0.3% | -13.2% | -13.3% |
| 6M | -15.4% | +40.4% | -55.8% | -23.0% |
| YTD | -15.7% | +24.7% | -40.4% | -20.7% |
| 1Y | +6.1% | +20.9% | -14.8% | +0.3% |
| All | +134.9% | +8.8% | +126.1% | +114.7% |
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