-97.3%
AMC vs DBX
+19.5%
-116.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +4.1% |
| 7D | +2.6% | -4.4% | +7.0% | +5.9% |
| 30D | +9.0% | +4.8% | +4.3% | +5.3% |
| 3M | +22.2% | +0.3% | +21.8% | +19.6% |
| 6M | +91.5% | +40.4% | +51.1% | +43.6% |
| YTD | +101.3% | +24.7% | +76.6% | +63.5% |
| 1Y | +20.8% | +20.9% | -0.1% | -0.8% |
| 3Y | -71.3% | +34.5% | -105.8% | -80.7% |
| 5Y | -99.2% | +24.6% | -123.9% | -99.5% |
| All | -97.3% | +19.5% | -116.8% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling