+103.2%
ABNB vs BOXX
+18.4%
+84.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -9.5% | 0.0% | -9.5% | -9.8% |
| 30D | -9.4% | +0.3% | -9.7% | -10.9% |
| 3M | +29.9% | +1.0% | +28.9% | +22.8% |
| 6M | +26.6% | +1.9% | +24.6% | +13.3% |
| YTD | +23.5% | +2.6% | +20.9% | +6.4% |
| 1Y | +35.8% | +4.0% | +31.8% | +8.8% |
| 3Y | +15.0% | +14.6% | +0.4% | -46.8% |
| All | +103.2% | +18.4% | +84.8% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling