+73.4%
ALB vs SIRI
-10.2%
+83.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | -6.9% | +0.6% | -7.5% | -7.1% |
| 30D | -8.4% | +2.5% | -10.9% | -9.3% |
| 3M | -25.9% | +6.6% | -32.5% | -28.0% |
| 6M | -29.7% | +32.9% | -62.6% | -36.8% |
| YTD | -16.5% | +50.5% | -67.0% | -28.8% |
| 1Y | +58.7% | +28.0% | +30.7% | +42.3% |
| 3Y | -34.0% | -22.4% | -11.6% | -33.1% |
| 5Y | -48.3% | -41.3% | -7.0% | -46.0% |
| All | +73.4% | -10.2% | +83.7% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling