+21.7%
DBX vs AMBA
+13.7%
+8.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.1% | -9.2% | -4.2% |
| 7D | -4.4% | -7.2% | +2.9% | -3.2% |
| 30D | +4.8% | -10.4% | +15.2% | +6.5% |
| 3M | +0.3% | -30.1% | +30.5% | +6.2% |
| 6M | +40.4% | -22.4% | +62.8% | +40.5% |
| YTD | +24.7% | -17.3% | +42.0% | +21.4% |
| 1Y | +20.9% | -35.4% | +56.3% | +23.1% |
| 3Y | +34.5% | +18.6% | +15.9% | +11.5% |
| 5Y | +24.6% | -69.8% | +94.4% | +29.5% |
| All | +21.7% | +13.7% | +8.0% | -23.8% |
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