+54.3%
AMT vs DBX
+19.3%
+35.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.5% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +3.7% | 0.0% | +3.7% | +3.7% |
| 3M | -7.2% | +26.1% | -33.3% | -10.5% |
| 6M | -4.2% | +29.4% | -33.5% | -8.4% |
| YTD | +1.9% | +24.4% | -22.5% | -2.1% |
| 1Y | -6.4% | +10.9% | -17.2% | -8.6% |
| 3Y | +7.7% | +24.1% | -16.3% | +1.1% |
| 5Y | -30.9% | +7.8% | -38.7% | -35.1% |
| All | +54.3% | +19.3% | +35.1% | +29.9% |
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