+61.4%
AMAT vs SIRI
+59.9%
+1.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.4% | -11.7% | -2.2% |
| 7D | -11.2% | +22.3% | -33.5% | -9.0% |
| 30D | -31.9% | +26.9% | -58.8% | -29.9% |
| 3M | -32.3% | +9.6% | -42.0% | -31.0% |
| 6M | -5.4% | +27.2% | -32.6% | -5.4% |
| YTD | +44.3% | +72.4% | -28.1% | +35.8% |
| 1Y | +61.4% | +59.9% | +1.4% | +59.0% |
| All | +61.4% | +59.9% | +1.5% | +59.0% |
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 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