+31.0%
DBX vs ALHC
-28.9%
+59.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | -0.5% | -1.0% | +0.5% | -0.5% |
| 3M | +28.1% | -10.2% | +38.2% | +27.8% |
| 6M | +33.1% | -28.3% | +61.4% | +34.5% |
| YTD | +25.3% | -31.4% | +56.7% | +26.8% |
| 1Y | +18.3% | -16.9% | +35.3% | +17.6% |
| 3Y | +25.0% | +135.5% | -110.5% | +7.6% |
| 5Y | +7.5% | -33.6% | +41.2% | -3.1% |
| All | +31.0% | -28.9% | +59.9% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling