+5,269.5%
AGI vs SIRI
+363.1%
+4,906.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.4% |
| 7D | -5.3% | -3.0% | -2.3% | -5.1% |
| 30D | +6.8% | +1.3% | +5.5% | +6.7% |
| 3M | +8.3% | +5.6% | +2.7% | +7.9% |
| 6M | -29.2% | +35.2% | -64.4% | -30.7% |
| YTD | -7.3% | +49.1% | -56.3% | -9.9% |
| 1Y | +8.0% | +26.8% | -18.7% | +6.0% |
| 3Y | +206.6% | -23.7% | +230.2% | +206.7% |
| 5Y | +398.1% | -41.8% | +440.0% | +402.0% |
| 10Y | +384.0% | -11.3% | +395.2% | +371.2% |
| All | +5,269.5% | +363.1% | +4,906.4% | +4,349.9% |
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