-99.9%
AMIX vs BOXX
+13.1%
-113.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.4% |
| 7D | -9.9% | 0.0% | -9.9% | -9.7% |
| 30D | -52.8% | +0.4% | -53.1% | -48.6% |
| 3M | -80.0% | +1.0% | -81.0% | -74.7% |
| 6M | -80.2% | +2.0% | -82.3% | -76.7% |
| YTD | -88.1% | +3.4% | -91.6% | -88.9% |
| 1Y | -91.1% | +4.1% | -95.2% | -92.6% |
| All | -99.9% | +13.1% | -113.0% | -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