+102.9%
ARMK vs BOXX
+18.4%
+84.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.7% | 0.0% | +1.7% | +1.6% |
| 30D | +3.1% | +0.3% | +2.8% | +2.1% |
| 3M | +9.2% | +1.0% | +8.2% | +6.1% |
| 6M | +43.7% | +1.9% | +41.7% | +35.0% |
| YTD | +57.4% | +2.6% | +54.7% | +42.7% |
| 1Y | +51.9% | +4.0% | +47.8% | +26.5% |
| 3Y | +125.4% | +14.6% | +110.8% | +25.4% |
| All | +102.9% | +18.4% | +84.4% | +10.5% |
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