+48.5%
AMZN vs SIRI
-41.5%
+90.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | -0.7% | +0.6% | -1.2% | -0.7% |
| 30D | -3.9% | +2.5% | -6.4% | -4.3% |
| 3M | +6.3% | +6.6% | -0.3% | +5.1% |
| 6M | +20.8% | +32.9% | -12.1% | +15.8% |
| YTD | +11.2% | +50.5% | -39.2% | +4.8% |
| 1Y | +11.7% | +28.0% | -16.3% | +7.2% |
| 3Y | +79.4% | -22.4% | +101.8% | +77.3% |
| All | +48.5% | -41.5% | +90.0% | +67.6% |
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 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