+37.2%
AMGN vs SIRI
+28.0%
+9.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.4% |
| 7D | -13.7% | +0.6% | -14.2% | -13.7% |
| 30D | -8.8% | +2.5% | -11.3% | -9.0% |
| 3M | +7.2% | +6.6% | +0.6% | +6.8% |
| 6M | +1.3% | +32.9% | -31.6% | -1.0% |
| YTD | +17.6% | +50.5% | -32.8% | +12.7% |
| 1Y | +37.2% | +28.0% | +9.2% | +36.0% |
| All | +37.2% | +28.0% | +9.1% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling