-18.5%
AMRZ vs DBX
+21.1%
-39.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.8% |
| 7D | +1.2% | -4.4% | +5.6% | +1.2% |
| 30D | +15.1% | +4.8% | +10.3% | +15.0% |
| 3M | -18.1% | +0.3% | -18.4% | -18.1% |
| 6M | -23.5% | +40.4% | -63.8% | -23.3% |
| YTD | -21.6% | +24.7% | -46.3% | -20.1% |
| 1Y | -14.7% | +20.9% | -35.6% | -13.0% |
| All | -18.5% | +21.1% | -39.6% | -19.3% |
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