+207.9%
AMZN vs BOXX
+18.4%
+189.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.7% | 0.0% | -2.8% | -2.7% |
| 30D | -7.5% | +0.3% | -7.8% | -7.6% |
| 3M | +5.8% | +1.0% | +4.9% | +6.0% |
| 6M | +17.5% | +1.9% | +15.6% | +18.4% |
| YTD | +9.1% | +2.6% | +6.5% | +9.7% |
| 1Y | +9.4% | +4.0% | +5.4% | +9.9% |
| 3Y | +82.2% | +14.6% | +67.6% | +93.1% |
| All | +207.9% | +18.4% | +189.4% | +155.0% |
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 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