+22.5%
DBX vs ALHC
-61.8%
+84.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.9% |
| 7D | -8.6% | +3.9% | -12.4% | -8.8% |
| 30D | -5.2% | -3.6% | -1.5% | -5.1% |
| 3M | -6.4% | -49.4% | +43.0% | -2.8% |
| 6M | +12.7% | -59.5% | +72.2% | +17.8% |
| YTD | +17.2% | -63.2% | +80.4% | +22.7% |
| 1Y | +5.5% | -55.5% | +61.0% | +8.6% |
| 3Y | +24.1% | +23.0% | +1.1% | +11.7% |
| 5Y | +14.2% | -65.7% | +79.9% | +6.7% |
| All | +22.5% | -61.8% | +84.4% | +10.0% |
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