+261.2%
ARM vs SIRI
-21.2%
+282.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.3% |
| 7D | -5.3% | +11.4% | -16.7% | -9.8% |
| 30D | -30.0% | +24.2% | -54.3% | -36.6% |
| 3M | -34.1% | +11.1% | -45.2% | -37.7% |
| 6M | -12.6% | +23.9% | -36.5% | -22.0% |
| YTD | +70.4% | +70.0% | +0.4% | +30.7% |
| 1Y | +22.3% | +56.6% | -34.4% | -2.7% |
| 3Y | +261.2% | -21.4% | +282.5% | +312.0% |
| All | +261.2% | -21.2% | +282.4% | +312.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling