-99.8%
AMIX vs BOXX
+12.2%
-112.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -3.9% |
| 7D | -6.3% | 0.0% | -6.3% | -5.2% |
| 30D | -51.9% | +0.3% | -52.2% | -48.2% |
| 3M | -44.9% | +1.0% | -45.9% | -43.2% |
| 6M | -47.9% | +1.9% | -49.9% | -53.9% |
| YTD | -62.0% | +2.6% | -64.7% | -70.1% |
| 1Y | -82.0% | +4.0% | -86.0% | -89.0% |
| All | -99.8% | +12.2% | -112.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling