-23.9%
SIRI vs ABCL
+105.4%
-129.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +4.3% | +1.4% | +2.9% | +4.1% |
| 30D | -2.8% | +65.1% | -67.9% | -8.3% |
| 3M | +5.9% | +111.1% | -105.2% | -3.6% |
| 6M | +31.9% | +231.6% | -199.7% | +12.8% |
| YTD | +48.7% | +234.5% | -185.8% | +25.6% |
| 1Y | +23.2% | +174.3% | -151.1% | +5.0% |
| 3Y | -23.9% | +111.5% | -135.3% | -43.1% |
| All | -23.9% | +105.4% | -129.3% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling