+451.1%
AG vs SIRI
-10.7%
+461.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -0.1% | -3.9% | +3.8% | +0.5% |
| 30D | +12.5% | -0.8% | +13.3% | +12.6% |
| 3M | +28.2% | +4.3% | +23.8% | +27.3% |
| 6M | -18.8% | +34.1% | -52.9% | -22.2% |
| YTD | +27.4% | +47.3% | -19.9% | +19.9% |
| 1Y | +132.2% | +22.9% | +109.3% | +124.0% |
| 3Y | +286.9% | -24.6% | +311.4% | +290.0% |
| 5Y | +72.8% | -43.2% | +116.0% | +77.4% |
| 10Y | +74.6% | -12.3% | +86.9% | +66.4% |
| All | +451.1% | -10.7% | +461.8% | +428.3% |
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