+59.9%
AMGN vs DBX
+25.2%
+34.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.3% |
| 7D | -13.9% | -1.8% | -12.1% | -13.8% |
| 30D | -7.1% | +2.8% | -10.0% | -7.3% |
| 3M | +13.9% | +26.8% | -12.9% | +12.1% |
| 6M | +3.2% | +32.8% | -29.5% | +1.2% |
| YTD | +19.2% | +26.1% | -6.8% | +17.4% |
| 1Y | +41.1% | +14.1% | +27.0% | +40.1% |
| All | +59.9% | +25.2% | +34.7% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling