+23.2%
DBX vs ACM
-2.7%
+25.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -4.4% | +5.4% | -9.8% | -6.6% |
| 30D | +4.8% | +15.1% | -10.3% | -1.5% |
| 3M | +0.3% | -10.5% | +10.8% | +4.5% |
| 6M | +40.4% | -19.7% | +60.1% | +52.5% |
| YTD | +24.7% | -28.8% | +53.5% | +41.4% |
| 1Y | +20.9% | -47.9% | +68.8% | +60.0% |
| 3Y | +34.5% | -12.4% | +46.9% | +28.8% |
| All | +23.2% | -2.7% | +25.9% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling