+114.1%
AS vs BOXX
+12.2%
+101.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -22.1% | +0.3% | -22.4% | -21.9% |
| 3M | -15.3% | +1.0% | -16.3% | -14.1% |
| 6M | -15.6% | +1.9% | -17.5% | -12.5% |
| YTD | -23.2% | +2.6% | -25.8% | -19.4% |
| 1Y | -21.7% | +4.0% | -25.7% | -15.3% |
| All | +114.1% | +12.2% | +101.9% | +318.0% |
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 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