-99.9%
AMIX vs DBX
+0.8%
-100.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.1% |
| 7D | +11.4% | -7.3% | +18.8% | +15.3% |
| 30D | -40.5% | -5.7% | -34.8% | -39.1% |
| 3M | -80.1% | -6.3% | -73.8% | -79.9% |
| 6M | -74.8% | +12.1% | -86.9% | -74.7% |
| YTD | -84.0% | +16.5% | -100.5% | -83.9% |
| 1Y | -89.7% | +6.1% | -95.8% | -89.8% |
| All | -99.9% | +0.8% | -100.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling