+17.2%
ARM vs SIRI
+54.0%
-36.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -10.4% | +5.5% | -15.9% | -11.4% |
| 30D | -31.8% | +22.6% | -54.5% | -35.5% |
| 3M | -32.2% | +12.9% | -45.2% | -34.3% |
| 6M | -14.9% | +22.3% | -37.2% | -23.3% |
| YTD | +66.0% | +67.8% | -1.7% | +27.2% |
| 1Y | +17.2% | +54.6% | -37.3% | -6.2% |
| All | +17.2% | +54.0% | -36.8% | -6.2% |
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