+185.4%
ARM vs SIRI
-12.4%
+197.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.1% |
| 7D | -10.4% | +5.5% | -15.9% | -12.6% |
| 30D | -31.8% | +22.6% | -54.5% | -37.8% |
| 3M | -32.2% | +12.9% | -45.2% | -36.4% |
| 6M | -14.9% | +22.3% | -37.2% | -23.3% |
| YTD | +66.0% | +67.8% | -1.7% | +29.2% |
| 1Y | +17.2% | +54.6% | -37.3% | -5.4% |
| 3Y | +247.2% | -21.4% | +268.6% | +261.3% |
| All | +185.4% | -12.4% | +197.8% | +186.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling