+835.4%
AMD vs BOXX
+19.3%
+816.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +5.8% |
| 7D | +44.7% | +0.1% | +44.6% | +44.2% |
| 30D | -3.3% | +0.4% | -3.7% | -4.3% |
| 3M | +21.2% | +1.0% | +20.2% | +19.0% |
| 6M | +30.6% | +2.0% | +28.6% | +25.8% |
| YTD | +173.3% | +3.4% | +169.9% | +147.5% |
| 1Y | +126.1% | +4.1% | +122.0% | +99.5% |
| 3Y | +393.5% | +14.4% | +379.2% | +283.1% |
| All | +835.4% | +19.3% | +816.1% | +633.1% |
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 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