-22.9%
AMRZ vs DBX
+13.3%
-36.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.3% | -4.4% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | -9.8% | -2.9% | -7.0% | -9.9% |
| 3M | -17.2% | +23.8% | -41.1% | -15.6% |
| 6M | -26.9% | +26.2% | -53.1% | -24.4% |
| YTD | -21.5% | +21.6% | -43.1% | -19.4% |
| 1Y | -22.9% | +11.4% | -34.3% | -20.9% |
| All | -22.9% | +13.3% | -36.2% | -20.9% |
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 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