+142.4%
AMT vs SIRI
-7.4%
+149.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | +1.5% | -1.7% | +3.2% | +1.8% |
| 30D | +6.8% | +21.1% | -14.3% | +3.9% |
| 3M | +11.2% | +14.7% | -3.5% | +8.9% |
| 6M | +12.5% | +22.9% | -10.5% | +8.9% |
| YTD | +12.5% | +65.7% | -53.2% | +3.9% |
| 1Y | +10.1% | +53.5% | -43.4% | +2.8% |
| 3Y | +16.0% | -23.0% | +39.0% | +17.3% |
| 5Y | -17.2% | -41.5% | +24.3% | -14.5% |
| All | +142.4% | -7.4% | +149.9% | +134.6% |
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 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