+17.7%
DBX vs ALM
+834.2%
-816.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.2% |
| 7D | -6.3% | -4.0% | -2.3% | -6.2% |
| 30D | -5.9% | -30.5% | +24.6% | -5.0% |
| 3M | -0.4% | -46.9% | +46.5% | +1.2% |
| 6M | +29.8% | -65.5% | +95.3% | +33.3% |
| YTD | +20.5% | -13.4% | +33.9% | +17.7% |
| 1Y | +8.7% | +9.8% | -1.1% | +4.7% |
| 3Y | +25.9% | +783.1% | -757.2% | +6.6% |
| 5Y | +24.2% | +378.3% | -354.1% | +6.4% |
| All | +17.7% | +834.2% | -816.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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