+391.7%
APP vs SIRI
-44.2%
+435.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.8% |
| 7D | +0.9% | +1.6% | -0.7% | +0.5% |
| 30D | -23.3% | -4.7% | -18.6% | -22.4% |
| 3M | -42.6% | +5.3% | -47.9% | -43.3% |
| 6M | -33.6% | +30.5% | -64.1% | -37.4% |
| YTD | -52.4% | +49.6% | -102.1% | -56.8% |
| 1Y | -35.9% | +28.5% | -64.4% | -39.8% |
| 3Y | +642.2% | -27.5% | +669.7% | +652.8% |
| 5Y | +311.1% | -44.7% | +355.7% | +371.0% |
| All | +391.7% | -44.2% | +435.9% | +414.5% |
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