-44.5%
APP vs SIRI
+24.9%
-69.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +3.0% |
| 7D | +0.3% | -3.0% | +3.3% | +0.6% |
| 30D | -1.3% | +1.3% | -2.6% | -1.5% |
| 3M | -36.2% | +5.6% | -41.8% | -36.1% |
| 6M | -34.1% | +35.1% | -69.3% | -31.6% |
| YTD | -53.3% | +49.0% | -102.4% | -51.1% |
| 1Y | -44.5% | +26.8% | -71.3% | -33.7% |
| All | -44.5% | +24.9% | -69.5% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling