+12,836.1%
AME vs SIRI
-17.9%
+12,854.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.8% | +4.3% | -1.5% | +2.5% |
| 30D | -6.3% | -2.8% | -3.4% | -6.1% |
| 3M | +5.4% | +5.9% | -0.5% | +4.9% |
| 6M | +7.4% | +31.9% | -24.5% | +5.4% |
| YTD | +16.2% | +48.7% | -32.5% | +13.1% |
| 1Y | +26.8% | +23.2% | +3.6% | +24.8% |
| 3Y | +57.5% | -23.9% | +81.4% | +57.5% |
| 5Y | +84.8% | -43.4% | +128.3% | +86.5% |
| 10Y | +424.3% | -13.6% | +437.9% | +416.7% |
| All | +12,836.1% | -17.9% | +12,854.0% | +11,520.6% |
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