+413.0%
AMAT vs BOXX
+18.4%
+394.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.9% | +0.1% | +6.9% | +7.2% |
| 30D | -10.1% | +0.3% | -10.4% | -9.0% |
| 3M | -6.0% | +1.0% | -7.0% | -2.9% |
| 6M | +38.6% | +1.9% | +36.7% | +43.4% |
| YTD | +83.1% | +2.6% | +80.5% | +89.1% |
| 1Y | +188.3% | +4.0% | +184.3% | +200.8% |
| 3Y | +225.3% | +14.6% | +210.7% | +262.4% |
| All | +413.0% | +18.4% | +394.6% | +446.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling