+247.2%
AMAT vs SIRI
-44.4%
+291.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.8% |
| 7D | -1.5% | +1.6% | -3.1% | -1.9% |
| 30D | -14.8% | -4.7% | -10.1% | -14.1% |
| 3M | -9.3% | +5.3% | -14.5% | -10.7% |
| 6M | +27.4% | +30.5% | -3.1% | +19.9% |
| YTD | +77.6% | +49.6% | +27.9% | +62.0% |
| 1Y | +188.9% | +28.5% | +160.4% | +171.0% |
| 3Y | +202.3% | -27.5% | +229.8% | +200.1% |
| All | +247.2% | -44.4% | +291.6% | +287.5% |
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 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