-32.3%
AMT vs DBX
+7.2%
-39.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.9% | +0.4% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | +1.8% | -2.9% | +4.7% | +2.2% |
| 3M | -6.2% | +23.8% | -30.0% | -9.3% |
| 6M | -5.0% | +26.2% | -31.2% | -8.7% |
| YTD | +2.1% | +21.6% | -19.6% | -1.5% |
| 1Y | -5.7% | +11.4% | -17.2% | -8.0% |
| 3Y | +7.9% | +21.3% | -13.3% | +0.9% |
| 5Y | -32.3% | +6.7% | -39.0% | -39.8% |
| All | -32.3% | +7.2% | -39.5% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling