+316.8%
AMAT vs BOXX
+19.3%
+297.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.5% |
| 7D | +19.3% | +0.1% | +19.2% | +19.5% |
| 30D | -17.9% | +0.4% | -18.3% | -17.2% |
| 3M | -30.4% | +1.0% | -31.4% | -28.3% |
| 6M | -11.4% | +2.0% | -13.5% | -6.5% |
| YTD | +48.8% | +3.4% | +45.4% | +56.7% |
| 1Y | +66.0% | +4.1% | +61.9% | +75.0% |
| 3Y | +158.8% | +14.4% | +144.5% | +182.0% |
| All | +316.8% | +19.3% | +297.5% | +353.1% |
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