+433.0%
AME vs SIRI
-10.2%
+443.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.3% | +3.1% |
| 7D | +1.7% | +0.6% | +1.2% | +1.6% |
| 30D | -6.4% | +2.5% | -8.9% | -7.0% |
| 3M | +7.1% | +6.6% | +0.5% | +5.3% |
| 6M | +8.2% | +32.9% | -24.7% | +1.1% |
| YTD | +18.2% | +50.5% | -32.3% | +7.3% |
| 1Y | +26.7% | +28.0% | -1.2% | +18.8% |
| 3Y | +60.7% | -22.4% | +83.1% | +59.7% |
| 5Y | +91.6% | -41.3% | +132.9% | +94.0% |
| All | +433.0% | -10.2% | +443.2% | +341.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling