+24.6%
DBX vs ALHC
-51.4%
+76.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.1% | -6.9% | +3.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.2% |
| 30D | +5.0% | -4.2% | +9.3% | +4.9% |
| 3M | +4.6% | -39.8% | +44.4% | +2.2% |
| 6M | +43.9% | -57.7% | +101.7% | +40.7% |
| YTD | +29.9% | -58.8% | +88.6% | +24.9% |
| 1Y | +24.6% | -52.4% | +77.0% | +17.7% |
| All | +24.6% | -51.4% | +76.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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