+193.0%
ARM vs SIRI
-11.3%
+204.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.4% |
| 7D | -5.3% | +11.4% | -16.7% | -9.7% |
| 30D | -30.0% | +24.2% | -54.3% | -36.5% |
| 3M | -34.1% | +11.1% | -45.2% | -37.6% |
| 6M | -12.6% | +23.9% | -36.5% | -21.7% |
| YTD | +70.4% | +70.0% | +0.4% | +31.9% |
| 1Y | +22.3% | +56.6% | -34.4% | -1.9% |
| 3Y | +261.2% | -21.4% | +282.5% | +275.2% |
| All | +193.0% | -11.3% | +204.2% | +192.6% |
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 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