+214.2%
ARM vs BOXX
+15.4%
+198.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +19.8% | +0.1% | +19.7% | +19.5% |
| 30D | -21.8% | +0.4% | -22.2% | -22.6% |
| 3M | -26.5% | +1.0% | -27.5% | -27.8% |
| 6M | -3.9% | +2.0% | -5.9% | -7.7% |
| YTD | +82.8% | +3.4% | +79.4% | +62.6% |
| 1Y | +34.3% | +4.1% | +30.2% | +15.2% |
| 3Y | +282.2% | +14.4% | +267.8% | +43.3% |
| All | +214.2% | +15.4% | +198.8% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling