-14.7%
AMRZ vs DBX
+21.7%
-36.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | -1.9% | -2.4% | +0.5% | -1.9% |
| 30D | -16.9% | -0.5% | -16.4% | -16.9% |
| 3M | -19.2% | +28.1% | -47.2% | -18.8% |
| 6M | -29.3% | +33.1% | -62.4% | -28.3% |
| YTD | -18.0% | +25.3% | -43.3% | -16.4% |
| 1Y | -15.1% | +18.3% | -33.4% | -13.2% |
| All | -14.7% | +21.7% | -36.4% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling