-97.5%
AMC vs SIRI
+19.4%
-116.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.5% |
| 7D | +5.5% | +5.5% | 0.0% | +2.5% |
| 30D | +16.1% | +22.6% | -6.5% | +3.8% |
| 3M | +43.0% | +12.9% | +30.0% | +32.9% |
| 6M | +130.7% | +22.3% | +108.4% | +105.1% |
| YTD | +121.8% | +67.8% | +54.0% | +62.9% |
| 1Y | +40.7% | +54.6% | -13.9% | +8.3% |
| 3Y | -56.8% | -21.4% | -35.4% | -57.0% |
| 5Y | -99.1% | -39.2% | -59.9% | -99.1% |
| 10Y | -98.7% | -5.2% | -93.4% | -98.8% |
| All | -97.5% | +19.4% | -116.8% | -98.0% |
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