+3.9%
ADM vs BOXX
+18.4%
-14.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | +8.2% | +0.3% | +7.9% | +7.5% |
| 3M | +8.7% | +1.0% | +7.7% | +6.5% |
| 6M | +29.1% | +1.9% | +27.2% | +24.4% |
| YTD | +53.7% | +2.6% | +51.0% | +46.8% |
| 1Y | +43.2% | +4.0% | +39.2% | +34.5% |
| 3Y | +21.4% | +14.6% | +6.8% | -11.2% |
| All | +3.9% | +18.4% | -14.5% | -13.8% |
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