-13.2%
AMCR vs BOXX
+18.5%
-31.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.7% |
| 7D | -6.3% | +0.1% | -6.3% | -6.4% |
| 30D | -7.8% | +0.3% | -8.1% | -8.4% |
| 3M | +7.5% | +1.0% | +6.5% | +5.4% |
| 6M | +2.7% | +1.9% | +0.8% | -1.4% |
| YTD | +6.0% | +2.7% | +3.3% | +0.5% |
| 1Y | +7.8% | +4.0% | +3.7% | +1.0% |
| 3Y | +5.8% | +14.7% | -8.9% | -4.3% |
| All | -13.2% | +18.5% | -31.6% | -29.3% |
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