+384.5%
ALAB vs BOXX
+11.4%
+373.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +9.6% | +0.1% | +9.6% | +10.1% |
| 30D | -5.3% | +0.3% | -5.6% | -2.6% |
| 3M | -12.0% | +1.0% | -13.0% | -4.7% |
| 6M | +145.7% | +1.9% | +143.8% | +171.2% |
| YTD | +80.7% | +2.6% | +78.0% | +108.1% |
| 1Y | +40.1% | +4.0% | +36.1% | +98.2% |
| All | +384.5% | +11.4% | +373.1% | +6,223.4% |
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