+337.4%
AGI vs SIRI
-10.2%
+347.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +7.2% | +2.5% | +4.7% | +7.0% |
| 3M | +4.3% | +6.6% | -2.4% | +3.5% |
| 6M | -27.1% | +32.9% | -60.0% | -29.3% |
| YTD | -6.6% | +50.5% | -57.1% | -10.8% |
| 1Y | +9.5% | +28.0% | -18.4% | +6.2% |
| 3Y | +208.4% | -22.4% | +230.9% | +209.2% |
| 5Y | +401.6% | -41.3% | +442.9% | +412.8% |
| All | +337.4% | -10.2% | +347.6% | +263.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling