+20,522.6%
AMAT vs SIRI
-17.3%
+20,539.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.6% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | -14.8% | -4.7% | -10.1% | -14.4% |
| 3M | -9.3% | +5.3% | -14.5% | -9.9% |
| 6M | +27.4% | +30.5% | -3.1% | +23.6% |
| YTD | +77.6% | +49.6% | +27.9% | +69.7% |
| 1Y | +188.9% | +28.5% | +160.4% | +179.9% |
| 3Y | +202.3% | -27.5% | +229.8% | +205.5% |
| 5Y | +248.9% | -44.7% | +293.6% | +256.2% |
| 10Y | +1,585.2% | -12.6% | +1,597.8% | +1,559.7% |
| All | +20,522.6% | -17.3% | +20,539.9% | +17,568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling