+26.1%
DBX vs ALHC
-61.4%
+87.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.2% |
| 7D | -3.3% | +0.3% | -3.5% | -3.3% |
| 30D | -5.9% | -10.6% | +4.7% | -5.3% |
| 3M | -6.7% | -45.3% | +38.6% | -3.6% |
| 6M | +28.0% | -59.7% | +87.7% | +33.8% |
| YTD | +20.6% | -62.7% | +83.3% | +26.1% |
| 1Y | +10.3% | -56.1% | +66.4% | +13.6% |
| 3Y | +24.0% | +21.3% | +2.8% | +11.9% |
| 5Y | +24.2% | -66.0% | +90.2% | +16.0% |
| All | +26.1% | -61.4% | +87.5% | +13.1% |
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