+60.9%
AG vs SIRI
-42.0%
+102.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.1% |
| 7D | -5.8% | -3.0% | -2.8% | -5.3% |
| 30D | +6.4% | +1.3% | +5.1% | +6.2% |
| 3M | +28.4% | +5.6% | +22.7% | +27.1% |
| 6M | -24.5% | +35.2% | -59.6% | -27.8% |
| YTD | +21.2% | +49.1% | -27.9% | +13.6% |
| 1Y | +114.1% | +26.8% | +87.3% | +105.4% |
| 3Y | +268.0% | -23.7% | +291.7% | +272.4% |
| All | +60.9% | -42.0% | +102.9% | +93.1% |
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 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