-11.3%
ABT vs SIRI
-41.5%
+30.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -5.9% | +0.6% | -6.4% | -5.9% |
| 30D | -8.1% | +2.5% | -10.6% | -8.4% |
| 3M | +14.5% | +6.6% | +7.9% | +13.7% |
| 6M | -6.3% | +32.9% | -39.2% | -9.5% |
| YTD | -17.1% | +50.5% | -67.6% | -21.2% |
| 1Y | -21.4% | +28.0% | -49.3% | -23.9% |
| 3Y | +5.9% | -22.4% | +28.3% | +6.1% |
| All | -11.3% | -41.5% | +30.2% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling