-97.8%
AMC vs DBX
+16.6%
-114.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -1.3% |
| 7D | -0.8% | -1.3% | +0.5% | -0.1% |
| 30D | -1.2% | -2.9% | +1.7% | +0.6% |
| 3M | +42.2% | +23.8% | +18.4% | +20.0% |
| 6M | +118.8% | +26.2% | +92.6% | +79.6% |
| YTD | +64.1% | +21.6% | +42.5% | +37.9% |
| 1Y | -9.5% | +11.4% | -21.0% | -20.2% |
| 3Y | -64.3% | +21.3% | -85.6% | -73.4% |
| 5Y | -99.5% | +6.7% | -106.1% | -99.6% |
| All | -97.8% | +16.6% | -114.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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