+374.7%
AMDL vs DBX
+20.4%
+354.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.6% | +8.5% |
| 7D | +4.5% | -2.4% | +7.0% | +3.8% |
| 30D | -4.4% | -0.5% | -3.9% | -4.2% |
| 3M | -30.5% | +28.1% | -58.5% | -27.5% |
| 6M | +300.9% | +33.1% | +267.8% | +307.2% |
| YTD | +219.9% | +25.3% | +194.6% | +229.9% |
| 1Y | +374.7% | +18.3% | +356.4% | +411.6% |
| All | +374.7% | +20.4% | +354.3% | +411.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling