+87.7%
ARM vs SIRI
+22.5%
+65.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +12.5% | -3.9% | +16.4% | +13.9% |
| 30D | -1.4% | -0.8% | -0.5% | -1.3% |
| 3M | -18.7% | +4.3% | -23.0% | -21.7% |
| 6M | +124.6% | +34.1% | +90.6% | +102.4% |
| YTD | +141.7% | +47.3% | +94.4% | +112.6% |
| 1Y | +87.7% | +22.9% | +64.7% | +57.4% |
| All | +87.7% | +22.5% | +65.2% | +57.4% |
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