+296.4%
ARM vs SIRI
-21.9%
+318.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +5.1% |
| 7D | +5.5% | +1.6% | +3.9% | +4.5% |
| 30D | -8.2% | -4.7% | -3.5% | -6.5% |
| 3M | -35.9% | +5.3% | -41.2% | -38.1% |
| 6M | +103.1% | +30.5% | +72.6% | +79.0% |
| YTD | +130.6% | +49.6% | +81.0% | +90.1% |
| 1Y | +86.1% | +28.5% | +57.6% | +62.8% |
| All | +296.4% | -21.9% | +318.3% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling