-35.1%
AUR vs SIRI
-41.5%
+6.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.2% |
| 7D | +1.4% | +0.6% | +0.9% | +1.2% |
| 30D | -6.4% | +2.5% | -8.9% | -7.1% |
| 3M | +7.7% | +6.6% | +1.1% | +4.8% |
| 6M | +44.5% | +32.9% | +11.6% | +29.1% |
| YTD | +67.4% | +50.5% | +17.0% | +40.9% |
| 1Y | +15.4% | +28.0% | -12.5% | +3.2% |
| 3Y | +94.8% | -22.4% | +117.3% | +100.5% |
| All | -35.1% | -41.5% | +6.4% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling