-45.2%
SIRI vs ABCL
-82.9%
+37.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +1.6% |
| 7D | -3.0% | -9.6% | +6.6% | -2.3% |
| 30D | +1.3% | +7.2% | -5.9% | +0.5% |
| 3M | +5.6% | +105.5% | -99.9% | -1.6% |
| 6M | +35.1% | +193.0% | -157.9% | +21.4% |
| YTD | +49.0% | +205.8% | -156.8% | +32.5% |
| 1Y | +26.8% | +144.4% | -117.6% | +13.9% |
| 3Y | -23.7% | +93.3% | -117.0% | -32.9% |
| 5Y | -41.8% | -44.9% | +3.1% | -48.0% |
| All | -45.2% | -82.9% | +37.6% | -51.5% |
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