+19.3%
ARM vs SIRI
+59.9%
-40.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.4% | -13.7% | -6.9% |
| 7D | -18.7% | +22.3% | -40.9% | -22.7% |
| 30D | -36.7% | +26.9% | -63.6% | -40.5% |
| 3M | -31.6% | +9.6% | -41.2% | -32.3% |
| 6M | -5.6% | +27.2% | -32.8% | -15.7% |
| YTD | +75.5% | +72.4% | +3.1% | +34.8% |
| 1Y | +19.3% | +59.9% | -40.6% | -5.0% |
| All | +19.3% | +59.9% | -40.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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