+193.4%
AMAT vs SIRI
+25.1%
+168.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +3.9% |
| 7D | +7.0% | +4.3% | +2.7% | +7.2% |
| 30D | -12.2% | -2.8% | -9.4% | -12.4% |
| 3M | -3.8% | +5.9% | -9.7% | -5.1% |
| 6M | +45.9% | +31.9% | +14.0% | +43.5% |
| YTD | +84.6% | +48.7% | +36.0% | +79.7% |
| 1Y | +193.4% | +23.2% | +170.1% | +174.3% |
| All | +193.4% | +25.1% | +168.3% | +174.3% |
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