+2,856.9%
ALB vs SIRI
-17.9%
+2,874.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -4.4% | +4.3% | -8.7% | -4.7% |
| 30D | -1.2% | -2.8% | +1.7% | -1.0% |
| 3M | -13.3% | +5.9% | -19.2% | -13.8% |
| 6M | -19.8% | +31.9% | -51.7% | -21.6% |
| YTD | -7.9% | +48.7% | -56.6% | -11.0% |
| 1Y | +60.2% | +23.2% | +36.9% | +56.8% |
| 3Y | -26.4% | -23.9% | -2.6% | -25.9% |
| 5Y | -42.5% | -43.4% | +0.9% | -41.4% |
| 10Y | +83.0% | -13.6% | +96.6% | +82.0% |
| All | +2,856.9% | -17.9% | +2,874.8% | +2,277.0% |
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