+16.9%
APA vs BOXX
+14.7%
+2.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.7% |
| 7D | +4.6% | +0.1% | +4.5% | +4.8% |
| 30D | +11.9% | +0.3% | +11.6% | +13.5% |
| 3M | +22.5% | +1.0% | +21.4% | +28.2% |
| 6M | +37.5% | +1.9% | +35.6% | +51.7% |
| YTD | +87.2% | +2.7% | +84.5% | +118.0% |
| 1Y | +101.4% | +4.0% | +97.4% | +163.5% |
| 3Y | +16.9% | +14.7% | +2.3% | +227.5% |
| All | +16.9% | +14.7% | +2.3% | +227.5% |
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