+23.5%
ALAB vs SIRI
+24.9%
-1.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -4.9% |
| 7D | +0.6% | -3.0% | +3.6% | -0.3% |
| 30D | -8.8% | +1.3% | -10.1% | -8.3% |
| 3M | -14.0% | +5.6% | -19.6% | -13.4% |
| 6M | +144.3% | +35.2% | +109.1% | +175.3% |
| YTD | +71.0% | +49.1% | +22.0% | +104.3% |
| 1Y | +23.5% | +26.8% | -3.3% | +38.1% |
| All | +23.5% | +24.9% | -1.4% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling