+311.3%
ARM vs SIRI
-22.4%
+333.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.0% |
| 7D | +11.4% | +4.3% | +7.1% | +9.1% |
| 30D | -7.4% | -2.8% | -4.6% | -6.5% |
| 3M | -24.5% | +5.9% | -30.4% | -27.4% |
| 6M | +128.7% | +31.9% | +96.7% | +100.5% |
| YTD | +139.3% | +48.7% | +90.6% | +97.8% |
| 1Y | +88.0% | +23.2% | +64.7% | +67.6% |
| All | +311.3% | -22.4% | +333.7% | +338.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling