+1,311.4%
AMT vs SIRI
-76.8%
+1,388.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -0.7% |
| 7D | -0.2% | +1.6% | -1.8% | -0.5% |
| 30D | +4.6% | -4.7% | +9.3% | +5.2% |
| 3M | -8.4% | +5.3% | -13.7% | -9.2% |
| 6M | -6.0% | +30.5% | -36.5% | -9.3% |
| YTD | +2.1% | +49.6% | -47.5% | -3.3% |
| 1Y | -6.4% | +28.5% | -34.9% | -9.9% |
| 3Y | +8.1% | -27.5% | +35.5% | +8.4% |
| 5Y | -31.9% | -44.7% | +12.7% | -30.9% |
| 10Y | +97.1% | -12.6% | +109.7% | +86.8% |
| All | +1,311.4% | -76.8% | +1,388.1% | +890.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling