+13.3%
APA vs BOXX
+18.4%
-5.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.3% | +0.1% | +0.3% | +0.7% |
| 30D | +9.3% | +0.3% | +9.0% | +11.3% |
| 3M | +23.3% | +1.0% | +22.4% | +30.5% |
| 6M | +39.5% | +1.9% | +37.6% | +58.1% |
| YTD | +87.6% | +2.6% | +85.0% | +125.4% |
| 1Y | +114.2% | +4.0% | +110.2% | +193.3% |
| 3Y | +13.6% | +14.6% | -1.0% | +314.9% |
| All | +13.3% | +18.4% | -5.1% | +509.6% |
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