+46.7%
SIRI vs ADVB
-97.4%
+144.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.4% |
| 7D | +5.5% | -4.1% | +9.6% | +5.6% |
| 30D | +22.6% | -60.3% | +82.9% | +24.4% |
| 3M | +12.9% | -73.3% | +86.3% | +15.3% |
| 6M | +22.3% | -65.9% | +88.2% | +21.0% |
| YTD | +67.8% | -63.9% | +131.6% | +62.7% |
| 1Y | +54.6% | -74.1% | +128.7% | +53.6% |
| All | +46.7% | -97.4% | +144.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling