+16.8%
ADSK vs BOXX
+18.5%
-1.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -14.9% | +0.3% | -15.2% | -16.1% |
| 3M | +3.3% | +1.0% | +2.3% | -1.5% |
| 6M | -15.7% | +1.9% | -17.6% | -21.4% |
| YTD | -28.2% | +2.7% | -30.9% | -34.0% |
| 1Y | -34.5% | +4.0% | -38.6% | -41.0% |
| 3Y | -2.9% | +14.7% | -17.5% | +17.1% |
| All | +16.8% | +18.5% | -1.7% | +115.0% |
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