+23.2%
DBX vs AMBA
-70.4%
+93.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.1% | -9.2% | -4.0% |
| 7D | -4.4% | -7.2% | +2.9% | -3.4% |
| 30D | +4.8% | -10.4% | +15.2% | +6.2% |
| 3M | +0.3% | -30.1% | +30.5% | +5.4% |
| 6M | +40.4% | -22.4% | +62.8% | +40.4% |
| YTD | +24.7% | -17.3% | +42.0% | +21.6% |
| 1Y | +20.9% | -35.4% | +56.3% | +23.1% |
| 3Y | +34.5% | +18.6% | +15.9% | +11.7% |
| All | +23.2% | -70.4% | +93.6% | +22.0% |
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