+23.2%
DBX vs ALM
+396.4%
-373.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.1% |
| 7D | -4.4% | -6.7% | +2.3% | -4.3% |
| 30D | +4.8% | -32.9% | +37.7% | +5.0% |
| 3M | +0.3% | -39.5% | +39.8% | +0.5% |
| 6M | +40.4% | -62.0% | +102.4% | +41.5% |
| YTD | +24.7% | -7.8% | +32.5% | +21.6% |
| 1Y | +20.9% | +26.7% | -5.8% | +16.5% |
| 3Y | +34.5% | +825.4% | -790.9% | +21.2% |
| All | +23.2% | +396.4% | -373.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling