-11.3%
SIRI vs ACM
+134.0%
-145.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +0.6% | -4.6% | +5.1% | +2.3% |
| 30D | +2.5% | +4.1% | -1.6% | +0.7% |
| 3M | +6.6% | -8.3% | +14.9% | +9.1% |
| 6M | +32.9% | -30.1% | +62.9% | +49.8% |
| YTD | +50.5% | -32.6% | +83.1% | +70.8% |
| 1Y | +28.0% | -49.6% | +77.5% | +62.3% |
| 3Y | -22.4% | -23.0% | +0.6% | -17.7% |
| 5Y | -41.3% | +2.0% | -43.3% | -45.2% |
| All | -11.3% | +134.0% | -145.3% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling