+8.6%
ALB vs SIRI
+59.9%
-51.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.4% | -3.1% | +5.5% |
| 7D | -2.1% | +22.3% | -24.3% | -1.2% |
| 30D | -9.0% | +26.9% | -36.0% | -8.0% |
| 3M | -21.1% | +9.6% | -30.7% | -20.8% |
| 6M | -49.9% | +27.2% | -77.1% | -49.4% |
| YTD | -32.3% | +72.4% | -104.7% | -30.4% |
| 1Y | +8.6% | +59.9% | -51.3% | +15.4% |
| All | +8.6% | +59.9% | -51.2% | +15.4% |
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