-38.3%
SIRI vs ABCL
-80.4%
+42.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | -2.6% | -2.7% | +0.1% | -2.5% |
| 30D | +22.2% | -5.4% | +27.6% | +22.4% |
| 3M | +14.1% | +22.4% | -8.4% | +11.6% |
| 6M | +22.5% | +127.6% | -105.1% | +12.3% |
| YTD | +67.9% | +249.4% | -181.5% | +47.1% |
| 1Y | +54.6% | +198.0% | -143.4% | +37.3% |
| 3Y | -21.3% | +195.8% | -217.1% | -32.9% |
| 5Y | -40.4% | -20.6% | -19.8% | -47.3% |
| All | -38.3% | -80.4% | +42.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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