+296.4%
ARM vs BOXX
+14.5%
+281.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -8.2% | +0.4% | -8.6% | -8.3% |
| 3M | -35.9% | +1.0% | -37.0% | -36.8% |
| 6M | +103.1% | +2.0% | +101.2% | +90.7% |
| YTD | +130.6% | +2.6% | +128.0% | +108.6% |
| 1Y | +86.1% | +4.1% | +82.0% | +55.4% |
| All | +296.4% | +14.5% | +281.9% | +16.0% |
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