+3,219.3%
APP vs BOXX
+18.4%
+3,200.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.1% | 0.0% | +0.1% | -0.1% |
| 30D | -10.0% | +0.3% | -10.4% | -12.6% |
| 3M | -44.6% | +1.0% | -45.7% | -49.6% |
| 6M | -37.9% | +1.9% | -39.8% | -48.6% |
| YTD | -53.7% | +2.6% | -56.3% | -64.3% |
| 1Y | -43.0% | +4.0% | -47.0% | -61.8% |
| 3Y | +640.8% | +14.6% | +626.2% | +101.7% |
| All | +3,219.3% | +18.4% | +3,200.8% | +586.9% |
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