+58.5%
AMAT vs SIRI
+56.0%
+2.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.8% | +10.5% | +11.5% |
| 7D | -1.1% | +11.4% | -12.5% | +0.5% |
| 30D | -26.9% | +24.2% | -51.2% | -24.6% |
| 3M | -31.2% | +11.1% | -42.3% | -29.7% |
| 6M | -14.7% | +23.9% | -38.6% | -14.4% |
| YTD | +44.7% | +70.0% | -25.3% | +39.6% |
| All | +58.5% | +56.0% | +2.5% | +59.2% |
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 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