+4.0%
BOXX vs AMBA
-21.5%
+25.5%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | 0.0% | +7.1% | -7.0% | 0.0% |
| 30D | +0.3% | -18.1% | +18.4% | +0.3% |
| 3M | +1.0% | +8.4% | -7.4% | +1.0% |
| 6M | +1.9% | +25.7% | -23.7% | +1.9% |
| YTD | +2.6% | -4.2% | +6.8% | +2.6% |
| 1Y | +4.0% | -18.7% | +22.7% | +4.0% |
| All | +4.0% | -21.5% | +25.5% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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