+45.1%
ABNB vs BOXX
+4.0%
+41.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -2.1% |
| 7D | -4.0% | +0.1% | -4.0% | -4.4% |
| 30D | +19.3% | +0.4% | +18.9% | +16.2% |
| 3M | +36.1% | +1.0% | +35.0% | +28.5% |
| 6M | +34.2% | +2.0% | +32.3% | +20.6% |
| YTD | +34.1% | +2.6% | +31.4% | +19.3% |
| 1Y | +45.1% | +4.1% | +41.1% | +50.6% |
| All | +45.1% | +4.0% | +41.1% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling