+214.0%
AMAT vs SIRI
-23.9%
+237.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.9% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | -14.8% | -4.7% | -10.1% | -13.9% |
| 3M | -9.3% | +5.3% | -14.5% | -11.1% |
| 6M | +27.4% | +30.5% | -3.1% | +17.6% |
| YTD | +77.6% | +49.6% | +27.9% | +57.3% |
| 1Y | +188.9% | +28.5% | +160.4% | +165.6% |
| All | +214.0% | -23.9% | +237.9% | +211.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling