+27.2%
DBX vs ALHC
-29.3%
+56.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.9% |
| 7D | -1.3% | -1.0% | -0.4% | -1.3% |
| 30D | -2.9% | -6.3% | +3.5% | -2.5% |
| 3M | +23.8% | -12.3% | +36.2% | +23.8% |
| 6M | +26.2% | -27.0% | +53.2% | +27.3% |
| YTD | +21.6% | -31.8% | +53.5% | +23.1% |
| 1Y | +11.4% | -17.0% | +28.5% | +10.7% |
| 3Y | +21.3% | +159.8% | -138.6% | +3.1% |
| 5Y | +6.7% | -25.1% | +31.8% | -4.6% |
| All | +27.2% | -29.3% | +56.5% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling