+24.5%
ALAB vs BOXX
+4.1%
+20.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -5.1% |
| 7D | -24.9% | +0.1% | -25.0% | -26.5% |
| 30D | -38.4% | +0.4% | -38.7% | -42.6% |
| 3M | -38.3% | +1.0% | -39.3% | -47.3% |
| 6M | +10.9% | +2.0% | +9.0% | -28.3% |
| YTD | +34.2% | +3.3% | +30.9% | -69.1% |
| 1Y | +24.5% | +4.1% | +20.5% | -89.7% |
| All | +24.5% | +4.1% | +20.5% | -89.7% |
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