-15.1%
AMRZ vs DBX
+20.4%
-35.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.5% |
| 7D | -1.9% | -2.4% | +0.5% | -2.0% |
| 30D | -16.9% | -0.5% | -16.4% | -17.0% |
| 3M | -19.2% | +28.1% | -47.2% | -17.7% |
| 6M | -29.3% | +33.1% | -62.4% | -27.0% |
| YTD | -18.0% | +25.3% | -43.3% | -15.7% |
| 1Y | -15.1% | +18.3% | -33.4% | -12.4% |
| All | -15.1% | +20.4% | -35.5% | -12.4% |
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 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