-11.3%
SIRI vs ARMK
+146.1%
-157.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | +0.1% |
| 7D | +0.6% | +3.1% | -2.6% | -0.3% |
| 30D | +2.5% | -2.8% | +5.3% | +3.3% |
| 3M | +6.6% | +7.6% | -1.0% | +4.2% |
| 6M | +32.9% | +47.9% | -15.0% | +18.3% |
| YTD | +50.5% | +60.0% | -9.6% | +30.9% |
| 1Y | +28.0% | +52.2% | -24.3% | +12.8% |
| 3Y | -22.4% | +131.4% | -153.8% | -39.6% |
| 5Y | -41.3% | +163.2% | -204.5% | -56.4% |
| All | -11.3% | +146.1% | -157.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling