+179.7%
AZN vs DBX
+19.3%
+160.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.2% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | -14.4% | +26.1% | -40.5% | -16.7% |
| 6M | -19.5% | +29.4% | -48.9% | -22.1% |
| YTD | -13.8% | +24.4% | -38.2% | -16.2% |
| 1Y | -2.4% | +10.9% | -13.2% | -4.1% |
| 3Y | +21.3% | +24.1% | -2.8% | +15.5% |
| 5Y | +53.6% | +7.8% | +45.9% | +46.5% |
| All | +179.7% | +19.3% | +160.4% | +142.2% |
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