-6.0%
AMT vs DBX
+11.3%
-17.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 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% | -8.8% |
| 6M | -4.2% | +29.4% | -33.5% | -5.9% |
| YTD | +1.9% | +24.4% | -22.5% | -0.2% |
| All | -6.0% | +11.3% | -17.2% | -8.0% |
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