+1,697.2%
ACN vs SIRI
-50.9%
+1,748.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.1% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | +9.4% | -4.7% | +14.1% | +9.7% |
| 3M | +5.6% | +5.3% | +0.4% | +5.2% |
| 6M | -9.3% | +30.5% | -39.8% | -11.3% |
| YTD | -29.0% | +49.6% | -78.6% | -31.4% |
| 1Y | -24.7% | +28.5% | -53.2% | -26.4% |
| 3Y | -39.8% | -27.5% | -12.4% | -39.5% |
| 5Y | -40.9% | -44.7% | +3.7% | -40.1% |
| 10Y | +91.1% | -12.6% | +103.7% | +87.0% |
| All | +1,697.2% | -50.9% | +1,748.2% | +1,379.4% |
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