-18.5%
AMRZ vs SIRI
+58.9%
-77.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.5% |
| 7D | +1.2% | +12.6% | -11.4% | -1.0% |
| 30D | +15.1% | +25.9% | -10.8% | +10.5% |
| 3M | -18.1% | +10.3% | -28.4% | -19.6% |
| 6M | -23.5% | +24.8% | -48.3% | -26.5% |
| YTD | -21.6% | +68.6% | -90.2% | -29.4% |
| 1Y | -14.7% | +55.9% | -70.6% | -22.0% |
| All | -18.5% | +58.9% | -77.4% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling