+22.3%
DBX vs AMBA
+22.2%
+0.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.3% |
| 7D | -2.4% | -11.0% | +8.5% | -0.4% |
| 30D | -0.5% | -23.2% | +22.7% | +4.2% |
| 3M | +28.1% | -12.7% | +40.8% | +27.7% |
| 6M | +33.1% | +11.2% | +21.9% | +24.1% |
| YTD | +25.3% | -11.2% | +36.5% | +21.2% |
| 1Y | +18.3% | -22.5% | +40.9% | +16.1% |
| 3Y | +25.0% | -1.3% | +26.3% | +9.3% |
| 5Y | +7.5% | -54.2% | +61.7% | +2.2% |
| All | +22.3% | +22.2% | +0.1% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling