+117.8%
AMDL vs BOXX
+11.5%
+106.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +11.7% |
| 7D | +19.9% | 0.0% | +19.9% | +19.9% |
| 30D | +6.3% | +0.3% | +5.9% | +6.8% |
| 3M | -9.9% | +1.0% | -10.9% | -9.5% |
| 6M | +394.3% | +1.9% | +392.4% | +356.2% |
| YTD | +257.3% | +2.6% | +254.7% | +202.6% |
| 1Y | +508.5% | +4.0% | +504.5% | +379.3% |
| All | +117.8% | +11.5% | +106.3% | +161.7% |
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 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