+24.6%
DBX vs ACM
-46.6%
+71.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.3% | +2.6% |
| 7D | -1.1% | +9.5% | -10.6% | -3.3% |
| 30D | +5.0% | +14.7% | -9.7% | +1.6% |
| 3M | +4.6% | -9.5% | +14.1% | +6.1% |
| 6M | +43.9% | -18.0% | +62.0% | +47.3% |
| YTD | +29.9% | -27.3% | +57.1% | +35.1% |
| 1Y | +24.6% | -47.0% | +71.6% | +36.4% |
| All | +24.6% | -46.6% | +71.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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