+3,312.8%
ABT vs SIRI
-17.9%
+3,330.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | -3.1% | +4.3% | -7.4% | -3.3% |
| 30D | -2.1% | -2.8% | +0.7% | -2.0% |
| 3M | +17.4% | +5.9% | +11.5% | +17.2% |
| 6M | -2.4% | +31.9% | -34.3% | -3.3% |
| YTD | -14.2% | +48.7% | -62.9% | -15.3% |
| 1Y | -18.3% | +23.2% | -41.6% | -19.0% |
| 3Y | +11.5% | -23.9% | +35.4% | +11.5% |
| 5Y | -9.9% | -43.4% | +33.5% | -9.5% |
| 10Y | +204.4% | -13.6% | +218.0% | +202.3% |
| All | +3,312.8% | -17.9% | +3,330.7% | +3,287.5% |
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