+18.3%
DBX vs ACM
-45.8%
+64.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | -2.4% | -3.7% | +1.3% | -1.6% |
| 30D | -0.5% | -11.1% | +10.6% | +1.5% |
| 3M | +28.1% | -8.0% | +36.0% | +29.6% |
| 6M | +33.1% | -29.7% | +62.7% | +39.5% |
| YTD | +25.3% | -29.4% | +54.7% | +31.2% |
| 1Y | +18.3% | -46.4% | +64.8% | +31.2% |
| All | +18.3% | -45.8% | +64.1% | +31.2% |
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