+74.0%
ALB vs SIRI
-10.2%
+84.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.7% |
| 7D | -6.6% | +0.6% | -7.2% | -6.8% |
| 30D | -8.1% | +2.5% | -10.6% | -9.0% |
| 3M | -25.7% | +6.6% | -32.3% | -27.7% |
| 6M | -29.5% | +32.9% | -62.3% | -36.6% |
| YTD | -16.2% | +50.5% | -66.7% | -28.5% |
| 1Y | +59.2% | +28.0% | +31.3% | +42.7% |
| 3Y | -33.7% | -22.4% | -11.3% | -32.9% |
| 5Y | -48.1% | -41.3% | -6.8% | -45.8% |
| All | +74.0% | -10.2% | +84.2% | +56.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling