-40.4%
APTV vs BOXX
+4.0%
-44.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +2.2% |
| 7D | +4.8% | +0.1% | +4.7% | +3.6% |
| 30D | +2.0% | +0.4% | +1.6% | -5.1% |
| 3M | -34.2% | +1.0% | -35.3% | -45.6% |
| 6M | -34.7% | +2.0% | -36.6% | -54.7% |
| YTD | -37.0% | +2.6% | -39.6% | -61.9% |
| 1Y | -40.4% | +4.1% | -44.5% | -63.9% |
| All | -40.4% | +4.0% | -44.4% | -63.9% |
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 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