+64.9%
ARM vs BOXX
+4.0%
+60.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.7% |
| 7D | +4.8% | 0.0% | +4.7% | +5.7% |
| 30D | -5.5% | +0.3% | -5.8% | +0.2% |
| 3M | -17.3% | +1.0% | -18.3% | -2.2% |
| 6M | +110.9% | +1.9% | +108.9% | +163.9% |
| YTD | +132.5% | +2.6% | +129.9% | +221.0% |
| 1Y | +64.9% | +4.0% | +60.9% | +401.6% |
| All | +64.9% | +4.0% | +60.9% | +401.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling