-20.2%
AMRZ vs BOXX
+5.8%
-25.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +13.0% | +0.4% | +12.6% | +12.1% |
| 3M | -12.1% | +1.0% | -13.1% | -13.6% |
| 6M | -19.1% | +2.0% | -21.2% | -19.8% |
| YTD | -23.3% | +3.4% | -26.7% | -25.7% |
| 1Y | -16.6% | +4.1% | -20.7% | -21.2% |
| All | -20.2% | +5.8% | -25.9% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling