+399.5%
AMAT vs BOXX
+18.5%
+381.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.6% |
| 30D | -16.6% | +0.3% | -16.9% | -15.6% |
| 3M | -17.3% | +1.0% | -18.4% | -14.4% |
| 6M | +30.3% | +1.9% | +28.4% | +35.1% |
| YTD | +78.3% | +2.7% | +75.6% | +84.4% |
| 1Y | +169.8% | +4.0% | +165.7% | +181.9% |
| 3Y | +218.5% | +14.7% | +203.9% | +255.3% |
| All | +399.5% | +18.5% | +381.0% | +433.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling