-31.2%
AMT vs SIRI
-42.5%
+11.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | -2.7% | -3.0% | +0.3% | -2.5% |
| 30D | +2.0% | +1.3% | +0.7% | +1.9% |
| 3M | -9.3% | +5.6% | -14.9% | -9.7% |
| 6M | -5.2% | +35.1% | -40.4% | -7.4% |
| YTD | +0.5% | +49.0% | -48.6% | -2.7% |
| 1Y | -7.3% | +26.8% | -34.0% | -9.2% |
| 3Y | +6.2% | -23.7% | +29.9% | +6.5% |
| 5Y | -31.2% | -41.8% | +10.7% | -28.0% |
| All | -31.2% | -42.5% | +11.3% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling