+83.0%
AA vs SIRI
-24.2%
+107.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -0.6% | -3.9% | +3.3% | +0.4% |
| 30D | -1.6% | -0.8% | -0.7% | -1.4% |
| 3M | -29.8% | +4.3% | -34.1% | -31.0% |
| 6M | -16.6% | +34.1% | -50.7% | -23.5% |
| YTD | -4.0% | +47.3% | -51.4% | -14.8% |
| 1Y | +63.5% | +22.9% | +40.6% | +52.2% |
| All | +83.0% | -24.2% | +107.2% | +91.1% |
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