+16,705.6%
AMAT vs SIRI
-6.1%
+16,711.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.8% | +10.5% | +11.3% |
| 7D | -1.1% | +11.4% | -12.5% | -2.2% |
| 30D | -26.9% | +24.2% | -51.2% | -28.6% |
| 3M | -31.2% | +11.1% | -42.3% | -32.1% |
| 6M | -14.7% | +23.9% | -38.6% | -16.9% |
| YTD | +44.7% | +70.0% | -25.3% | +36.3% |
| 1Y | +62.0% | +56.6% | +5.3% | +53.8% |
| 3Y | +165.0% | -21.4% | +186.3% | +165.7% |
| 5Y | +147.1% | -38.3% | +185.4% | +149.2% |
| 10Y | +1,315.3% | -3.5% | +1,318.8% | +1,277.0% |
| All | +16,705.6% | -6.1% | +16,711.7% | +14,091.8% |
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