-91.5%
AMC vs BOXX
+19.3%
-110.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +12.5% | +0.4% | +12.1% | +12.2% |
| 3M | +23.6% | +1.0% | +22.6% | +22.4% |
| 6M | +144.4% | +2.0% | +142.3% | +138.4% |
| YTD | +108.3% | +3.4% | +104.9% | +95.0% |
| 1Y | +38.9% | +4.1% | +34.8% | +28.1% |
| 3Y | -58.9% | +14.4% | -73.3% | -65.5% |
| All | -91.5% | +19.3% | -110.9% | -93.3% |
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