+704.9%
AMD vs BOXX
+18.4%
+686.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +10.4% | 0.0% | +10.4% | +10.3% |
| 30D | +6.2% | +0.3% | +5.9% | +5.9% |
| 3M | +11.3% | +1.0% | +10.3% | +9.9% |
| 6M | +147.8% | +1.9% | +145.9% | +135.5% |
| YTD | +135.2% | +2.6% | +132.5% | +116.2% |
| 1Y | +215.7% | +4.0% | +211.7% | +178.8% |
| 3Y | +374.7% | +14.6% | +360.1% | +302.9% |
| All | +704.9% | +18.4% | +686.4% | +540.4% |
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