-44.6%
ALB vs SIRI
-43.2%
-1.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -8.6% | -3.9% | -4.7% | -7.7% |
| 30D | -4.0% | -0.8% | -3.2% | -3.9% |
| 3M | -17.4% | +4.3% | -21.7% | -18.6% |
| 6M | -25.4% | +34.1% | -59.4% | -31.2% |
| YTD | -10.5% | +47.3% | -57.8% | -20.1% |
| 1Y | +75.8% | +22.9% | +52.9% | +64.1% |
| 3Y | -28.5% | -24.6% | -4.0% | -27.9% |
| All | -44.6% | -43.2% | -1.4% | -38.5% |
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