+13,092.0%
AME vs SIRI
-8.5%
+13,100.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +5.9% | -1.7% | +7.6% | +6.0% |
| 30D | -1.9% | +21.1% | -23.0% | -3.1% |
| 3M | -5.4% | +14.7% | -20.1% | -6.3% |
| 6M | +4.9% | +22.9% | -18.0% | +3.4% |
| YTD | +18.5% | +65.7% | -47.3% | +14.5% |
| 1Y | +25.5% | +53.5% | -28.0% | +21.8% |
| 3Y | +63.0% | -23.0% | +86.0% | +63.1% |
| 5Y | +78.3% | -41.5% | +119.8% | +79.3% |
| 10Y | +447.1% | -7.4% | +454.5% | +436.1% |
| All | +13,092.0% | -8.5% | +13,100.4% | +11,661.0% |
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