+708.3%
AMD vs BOXX
+18.4%
+689.9%
-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% | +5.9% | +5.9% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | +4.6% | +0.3% | +4.3% | +4.3% |
| 3M | +3.1% | +1.0% | +2.1% | +1.7% |
| 6M | +162.8% | +1.9% | +160.9% | +149.8% |
| YTD | +136.2% | +2.6% | +133.5% | +117.1% |
| 1Y | +234.0% | +4.0% | +230.0% | +194.8% |
| 3Y | +376.7% | +14.6% | +362.1% | +304.7% |
| All | +708.3% | +18.4% | +689.9% | +543.1% |
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