-20.2%
AMRZ vs SIRI
+38.9%
-59.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -4.7% | -3.9% | -0.7% | -4.0% |
| 30D | -11.3% | -0.8% | -10.4% | -11.2% |
| 3M | -22.1% | +4.3% | -26.4% | -22.6% |
| 6M | -29.6% | +34.1% | -63.6% | -33.4% |
| YTD | -23.3% | +47.3% | -70.6% | -29.2% |
| 1Y | -23.7% | +22.9% | -46.6% | -26.2% |
| All | -20.2% | +38.9% | -59.1% | -25.0% |
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 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