+19.1%
DBX vs AMBA
-69.1%
+88.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -7.3% | -2.7% | -4.7% | -7.1% |
| 30D | -5.7% | -10.5% | +4.8% | -4.4% |
| 3M | -6.3% | -26.4% | +20.1% | -2.5% |
| 6M | +12.1% | -20.9% | +33.0% | +11.7% |
| YTD | +16.5% | -14.8% | +31.3% | +13.1% |
| 1Y | +6.1% | -36.1% | +42.1% | +8.4% |
| 3Y | +21.8% | +20.2% | +1.5% | +1.2% |
| 5Y | +19.1% | -67.2% | +86.4% | +15.9% |
| All | +19.1% | -69.1% | +88.3% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling