+17.7%
DBX vs AMBA
+18.6%
-0.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.5% |
| 7D | -6.3% | +10.7% | -17.0% | -8.1% |
| 30D | -5.9% | -5.0% | -0.8% | -5.3% |
| 3M | -0.4% | -26.9% | +26.5% | +4.6% |
| 6M | +29.8% | -21.9% | +51.7% | +29.9% |
| YTD | +20.5% | -13.8% | +34.3% | +16.4% |
| 1Y | +8.7% | -36.1% | +44.7% | +11.1% |
| 3Y | +25.9% | +21.6% | +4.3% | +4.0% |
| 5Y | +24.2% | -68.8% | +92.9% | +28.2% |
| All | +17.7% | +18.6% | -0.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling