+106.3%
ABNB vs BOXX
+18.5%
+87.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.2% |
| 7D | -6.5% | +0.1% | -6.5% | -6.8% |
| 30D | -5.5% | +0.3% | -5.8% | -7.3% |
| 3M | +30.0% | +1.0% | +29.0% | +22.5% |
| 6M | +27.6% | +1.9% | +25.7% | +14.2% |
| YTD | +25.4% | +2.7% | +22.7% | +7.7% |
| 1Y | +38.3% | +4.0% | +34.3% | +10.5% |
| 3Y | +15.5% | +14.7% | +0.9% | -46.7% |
| All | +106.3% | +18.5% | +87.8% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling