+22.3%
DBX vs ACM
+93.1%
-70.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -2.4% | -3.7% | +1.3% | -1.0% |
| 30D | -0.5% | -11.1% | +10.6% | +3.7% |
| 3M | +28.1% | -8.0% | +36.0% | +31.3% |
| 6M | +33.1% | -29.7% | +62.7% | +50.9% |
| YTD | +25.3% | -29.4% | +54.7% | +40.8% |
| 1Y | +18.3% | -46.4% | +64.8% | +48.0% |
| 3Y | +25.0% | -22.3% | +47.4% | +32.1% |
| 5Y | +7.5% | +4.5% | +3.1% | +0.4% |
| All | +22.3% | +93.1% | -70.8% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling