+499.5%
AMDL vs BOXX
+4.0%
+495.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +5.1% |
| 7D | +15.9% | +0.1% | +15.9% | +16.2% |
| 30D | +10.5% | +0.3% | +10.2% | +13.0% |
| 3M | -4.7% | +1.0% | -5.8% | +0.7% |
| 6M | +355.2% | +1.9% | +353.2% | +283.5% |
| YTD | +270.9% | +2.7% | +268.2% | +109.6% |
| 1Y | +499.5% | +4.0% | +495.4% | +359.7% |
| All | +499.5% | +4.0% | +495.4% | +359.7% |
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