+93.5%
AMCR vs SIRI
+85.1%
+8.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -6.3% | +0.6% | -6.8% | -6.3% |
| 30D | -7.8% | +2.5% | -10.3% | -8.2% |
| 3M | +7.5% | +6.6% | +0.9% | +6.4% |
| 6M | +2.7% | +32.9% | -30.2% | -1.7% |
| YTD | +6.0% | +50.5% | -44.4% | -0.5% |
| 1Y | +7.8% | +28.0% | -20.2% | +3.3% |
| 3Y | +5.8% | -22.4% | +28.2% | +5.7% |
| 5Y | -11.6% | -41.3% | +29.7% | -10.4% |
| 10Y | +14.6% | -10.4% | +25.1% | +14.6% |
| All | +93.5% | +85.1% | +8.4% | +90.0% |
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