+30.0%
SIRI vs ADVB
-88.8%
+118.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.6% |
| 7D | +4.3% | -14.0% | +18.3% | +4.6% |
| 30D | -2.8% | +41.0% | -43.8% | -3.7% |
| 3M | +5.9% | +127.9% | -122.0% | +0.2% |
| 6M | +31.9% | +101.3% | -69.4% | +22.9% |
| YTD | +48.7% | +53.8% | -5.1% | +40.7% |
| 1Y | +23.2% | +4.4% | +18.8% | +19.3% |
| All | +30.0% | -88.8% | +118.8% | +45.9% |
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