+177.2%
APA vs SIRI
-42.5%
+219.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +0.8% | -3.0% | +3.8% | +1.3% |
| 30D | +9.6% | +1.3% | +8.3% | +9.3% |
| 3M | +18.0% | +5.6% | +12.4% | +16.6% |
| 6M | +41.9% | +35.1% | +6.7% | +33.9% |
| YTD | +86.3% | +49.0% | +37.3% | +72.5% |
| 1Y | +97.9% | +26.8% | +71.1% | +87.9% |
| 3Y | +12.8% | -23.7% | +36.5% | +11.8% |
| 5Y | +177.2% | -41.8% | +219.0% | +183.2% |
| All | +177.2% | -42.5% | +219.7% | +183.2% |
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