+18.4%
BOXX vs AMBA
-12.0%
+30.4%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.4% | 0.0% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +0.3% | -16.1% | +16.4% | +0.3% |
| 3M | +1.0% | +4.6% | -3.7% | +1.0% |
| 6M | +1.9% | +29.2% | -27.2% | +1.9% |
| YTD | +2.6% | -2.9% | +5.5% | +2.6% |
| 1Y | +4.0% | -18.7% | +22.7% | +4.0% |
| 3Y | +14.6% | +14.9% | -0.3% | +14.6% |
| All | +18.4% | -12.0% | +30.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling