+384.5%
ALAB vs SIRI
-19.9%
+404.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +9.6% | -3.9% | +13.5% | +10.2% |
| 30D | -5.3% | -0.8% | -4.4% | -5.2% |
| 3M | -12.0% | +4.3% | -16.4% | -13.4% |
| 6M | +145.7% | +34.1% | +111.7% | +132.4% |
| YTD | +80.7% | +47.3% | +33.3% | +66.0% |
| 1Y | +40.1% | +22.9% | +17.2% | +33.9% |
| All | +384.5% | -19.9% | +404.4% | +458.6% |
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