+746.1%
AU vs SIRI
-84.8%
+830.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.3% |
| 7D | -7.0% | -3.0% | -4.0% | -6.9% |
| 30D | +7.3% | +1.3% | +6.0% | +7.2% |
| 3M | +33.2% | +5.6% | +27.6% | +32.8% |
| 6M | -0.6% | +35.2% | -35.8% | -2.0% |
| YTD | +26.2% | +49.1% | -22.9% | +23.8% |
| 1Y | +68.3% | +26.8% | +41.5% | +66.2% |
| 3Y | +592.1% | -23.7% | +615.8% | +592.8% |
| 5Y | +685.3% | -41.8% | +727.1% | +689.8% |
| 10Y | +682.5% | -11.3% | +693.8% | +669.8% |
| All | +746.1% | -84.8% | +830.9% | +721.4% |
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