-15.7%
AMC vs BOXX
+4.0%
-19.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -7.1% | 0.0% | -7.1% | -7.2% |
| 30D | -1.7% | +0.3% | -2.0% | -3.2% |
| 3M | +13.5% | +1.0% | +12.5% | +7.5% |
| 6M | +112.6% | +1.9% | +110.7% | +84.1% |
| YTD | +51.3% | +2.6% | +48.6% | +12.7% |
| All | -15.7% | +4.0% | -19.7% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling