+109.1%
AMDL vs BOXX
+4.1%
+105.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.5% |
| 7D | -30.7% | +0.1% | -30.8% | -31.3% |
| 30D | -43.8% | +0.4% | -44.1% | -45.1% |
| 3M | -24.5% | +1.0% | -25.5% | -26.5% |
| 6M | +44.7% | +2.0% | +42.7% | +23.3% |
| YTD | +204.0% | +3.3% | +200.7% | -17.3% |
| 1Y | +109.1% | +4.1% | +105.0% | -87.3% |
| All | +109.1% | +4.1% | +105.0% | -87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling