+2,645.3%
APD vs SIRI
-16.9%
+2,662.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -3.3% | +0.6% | -3.8% | -3.3% |
| 30D | -4.2% | +2.5% | -6.7% | -4.3% |
| 3M | +5.4% | +6.6% | -1.2% | +5.0% |
| 6M | +6.3% | +32.9% | -26.6% | +4.5% |
| YTD | +20.3% | +50.5% | -30.1% | +17.5% |
| 1Y | +1.6% | +28.0% | -26.4% | 0.0% |
| 3Y | +4.0% | -22.4% | +26.4% | +4.0% |
| 5Y | +23.3% | -41.3% | +64.6% | +24.1% |
| 10Y | +165.6% | -10.4% | +176.0% | +161.6% |
| All | +2,645.3% | -16.9% | +2,662.2% | +2,383.0% |
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 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