+147.1%
AMAT vs SIRI
-38.6%
+185.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.8% | +10.5% | +11.2% |
| 7D | -1.1% | +11.4% | -12.5% | -2.9% |
| 30D | -26.9% | +24.2% | -51.2% | -29.7% |
| 3M | -31.2% | +11.1% | -42.3% | -32.6% |
| 6M | -14.7% | +23.9% | -38.6% | -18.6% |
| YTD | +44.7% | +70.0% | -25.3% | +28.9% |
| 1Y | +62.0% | +56.6% | +5.3% | +46.7% |
| 3Y | +165.0% | -21.4% | +186.3% | +158.9% |
| 5Y | +147.1% | -38.3% | +185.4% | +180.1% |
| All | +147.1% | -38.6% | +185.7% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling