+34.5%
DBX vs ALHC
+21.9%
+12.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -3.0% |
| 7D | -4.4% | +1.0% | -5.3% | -4.4% |
| 30D | +4.8% | -14.2% | +18.9% | +4.9% |
| 3M | +0.3% | -45.1% | +45.5% | +0.5% |
| 6M | +40.4% | -59.5% | +99.9% | +40.9% |
| YTD | +24.7% | -62.8% | +87.5% | +25.1% |
| 1Y | +20.9% | -55.5% | +76.4% | +20.5% |
| 3Y | +34.5% | +25.7% | +8.8% | +31.0% |
| All | +34.5% | +21.9% | +12.6% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling