+120.4%
AS vs DBX
+9.3%
+111.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.1% |
| 7D | -4.9% | -2.4% | -2.5% | -4.4% |
| 30D | -19.6% | -0.5% | -19.1% | -19.6% |
| 3M | -14.4% | +28.1% | -42.4% | -19.5% |
| 6M | -20.1% | +33.1% | -53.2% | -26.0% |
| YTD | -20.9% | +25.3% | -46.2% | -25.4% |
| 1Y | -21.9% | +18.3% | -40.2% | -25.4% |
| All | +120.4% | +9.3% | +111.1% | +101.9% |
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