+31.0%
SIRI vs ACM
+230.8%
-199.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +1.6% | -3.7% | +5.3% | +3.0% |
| 30D | -4.7% | -11.1% | +6.4% | -1.2% |
| 3M | +5.3% | -8.0% | +13.3% | +7.5% |
| 6M | +30.5% | -29.7% | +60.2% | +45.9% |
| YTD | +49.6% | -29.4% | +79.0% | +65.9% |
| 1Y | +28.5% | -46.4% | +74.9% | +56.9% |
| 3Y | -27.5% | -22.3% | -5.1% | -23.2% |
| 5Y | -44.7% | +4.5% | -49.1% | -48.2% |
| 10Y | -12.6% | +127.6% | -140.3% | -41.9% |
| All | +31.0% | +230.8% | -199.8% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling