-55.4%
APP vs BOXX
+4.1%
-59.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.8% |
| 7D | +4.5% | +0.1% | +4.4% | +4.8% |
| 30D | -3.6% | +0.4% | -4.0% | -2.8% |
| 3M | -35.3% | +1.0% | -36.3% | -35.2% |
| 6M | -42.8% | +2.0% | -44.8% | -47.0% |
| YTD | -59.7% | +3.3% | -63.0% | -70.5% |
| 1Y | -55.4% | +4.1% | -59.4% | -80.1% |
| All | -55.4% | +4.1% | -59.4% | -80.1% |
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