+13.4%
AMCR vs DBX
+19.3%
-5.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -3.1% |
| 7D | -6.3% | +0.3% | -6.5% | -6.4% |
| 30D | -7.1% | 0.0% | -7.1% | -7.2% |
| 3M | +12.7% | +26.1% | -13.4% | +8.2% |
| 6M | +5.2% | +29.4% | -24.2% | -0.1% |
| YTD | +8.1% | +24.4% | -16.4% | +3.3% |
| 1Y | +10.0% | +10.9% | -0.8% | +7.1% |
| 3Y | +6.6% | +24.1% | -17.5% | -0.5% |
| 5Y | -11.4% | +7.8% | -19.2% | -17.3% |
| All | +13.4% | +19.3% | -5.9% | -6.2% |
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