+400.4%
ALAB vs SIRI
-18.7%
+419.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.6% | +12.4% | +10.1% |
| 7D | +7.2% | +1.6% | +5.7% | +6.9% |
| 30D | -2.5% | -4.7% | +2.2% | -1.9% |
| 3M | -13.3% | +5.3% | -18.6% | -14.7% |
| 6M | +172.8% | +30.5% | +142.3% | +159.0% |
| YTD | +86.6% | +49.6% | +36.9% | +71.1% |
| 1Y | +65.2% | +28.5% | +36.6% | +56.3% |
| All | +400.4% | -18.7% | +419.1% | +475.7% |
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 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