-99.4%
AMC vs DBX
+7.0%
-106.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.8% | +5.8% |
| 7D | +2.3% | -2.4% | +4.8% | +3.6% |
| 30D | -0.7% | -0.5% | -0.3% | -0.7% |
| 3M | +35.2% | +28.1% | +7.2% | +15.1% |
| 6M | +124.6% | +33.1% | +91.5% | +85.2% |
| YTD | +69.9% | +25.3% | +44.6% | +45.1% |
| 1Y | -2.6% | +18.3% | -20.9% | -14.9% |
| 3Y | -79.8% | +25.0% | -104.8% | -84.8% |
| All | -99.4% | +7.0% | -106.4% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling