+199.6%
ARM vs BOXX
+15.4%
+184.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.7% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | -19.9% | +0.4% | -20.3% | -20.8% |
| 3M | -31.6% | +1.0% | -32.6% | -32.8% |
| 6M | -13.9% | +2.0% | -15.9% | -17.3% |
| YTD | +74.3% | +3.4% | +70.9% | +55.0% |
| 1Y | +35.8% | +4.1% | +31.7% | +16.5% |
| 3Y | +268.6% | +14.4% | +254.2% | +37.4% |
| All | +199.6% | +15.4% | +184.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling