-1.4%
ALK vs BOXX
+18.4%
-19.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | -18.5% | +0.3% | -18.8% | -20.0% |
| 3M | -3.6% | +1.0% | -4.6% | -9.4% |
| 6M | -3.7% | +1.9% | -5.6% | -15.4% |
| YTD | -19.0% | +2.6% | -21.6% | -32.4% |
| 1Y | -36.0% | +4.0% | -40.1% | -52.0% |
| 3Y | +2.3% | +14.6% | -12.3% | -40.1% |
| All | -1.4% | +18.4% | -19.8% | -44.2% |
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