+641.7%
APP vs BOXX
+14.6%
+627.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.3% | 0.0% | +0.2% | -0.1% |
| 30D | -1.3% | +0.3% | -1.6% | -3.7% |
| 3M | -36.2% | +1.0% | -37.2% | -41.6% |
| 6M | -34.1% | +1.9% | -36.1% | -45.4% |
| YTD | -53.3% | +2.6% | -56.0% | -64.1% |
| 1Y | -44.5% | +4.0% | -48.5% | -62.8% |
| All | +641.7% | +14.6% | +627.1% | +103.3% |
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