-35.9%
APP vs BOXX
+4.0%
-39.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.4% |
| 7D | +0.9% | +0.1% | +0.8% | +1.0% |
| 30D | -23.3% | +0.4% | -23.6% | -22.3% |
| 3M | -42.6% | +1.0% | -43.7% | -41.6% |
| 6M | -33.6% | +2.0% | -35.6% | -34.3% |
| YTD | -52.4% | +2.6% | -55.1% | -52.5% |
| 1Y | -35.9% | +4.1% | -39.9% | -10.0% |
| All | -35.9% | +4.0% | -39.9% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling