+216.0%
AA vs SIRI
-17.9%
+233.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +1.7% | +4.3% | -2.6% | +1.3% |
| 30D | +3.3% | -2.8% | +6.2% | +3.6% |
| 3M | -29.4% | +5.9% | -35.3% | -29.8% |
| 6M | -12.8% | +31.9% | -44.7% | -14.9% |
| YTD | -2.1% | +48.7% | -50.8% | -5.6% |
| 1Y | +62.8% | +23.2% | +39.5% | +59.2% |
| 3Y | +90.5% | -23.9% | +114.4% | +91.8% |
| 5Y | +19.1% | -43.4% | +62.5% | +21.2% |
| 10Y | +124.8% | -13.6% | +138.4% | +124.0% |
| All | +216.0% | -17.9% | +233.9% | +158.2% |
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