+2,901.2%
APD vs SIRI
-8.5%
+2,909.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +3.8% | -1.7% | +5.5% | +3.9% |
| 30D | +8.2% | +21.1% | -12.9% | +7.1% |
| 3M | +4.3% | +14.7% | -10.4% | +3.5% |
| 6M | +4.7% | +22.9% | -18.2% | +3.4% |
| YTD | +31.5% | +65.7% | -34.2% | +27.8% |
| 1Y | +23.5% | +53.5% | -29.9% | +20.5% |
| 3Y | +29.1% | -23.0% | +52.1% | +29.2% |
| 5Y | +15.9% | -41.5% | +57.4% | +16.6% |
| 10Y | +191.9% | -7.4% | +199.4% | +186.8% |
| All | +2,901.2% | -8.5% | +2,909.7% | +2,599.5% |
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