-99.2%
AMC vs DBX
+24.0%
-123.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +3.5% | -3.3% | +6.8% | +5.0% |
| 30D | +12.5% | -5.9% | +18.3% | +15.7% |
| 3M | +23.6% | -6.7% | +30.3% | +26.4% |
| 6M | +144.4% | +28.0% | +116.4% | +104.5% |
| YTD | +108.3% | +20.6% | +87.7% | +77.9% |
| 1Y | +38.9% | +10.3% | +28.6% | +25.4% |
| 3Y | -58.9% | +24.0% | -82.9% | -70.3% |
| All | -99.2% | +24.0% | -123.2% | -99.4% |
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