+11.4%
DBX vs ALM
+347.8%
-336.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.8% | -11.8% | -2.5% |
| 7D | -1.3% | +8.4% | -9.7% | -0.9% |
| 30D | -2.9% | +34.8% | -37.7% | -1.4% |
| 3M | +23.8% | +16.2% | +7.6% | +25.7% |
| 6M | +26.2% | +2.1% | +24.1% | +27.2% |
| YTD | +21.6% | +117.0% | -95.4% | +17.5% |
| 1Y | +11.4% | +313.9% | -302.4% | +5.2% |
| All | +11.4% | +347.8% | -336.3% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling