-43.2%
SIRI vs ABCL
-39.4%
-3.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.6% |
| 7D | -3.9% | -2.7% | -1.2% | -3.6% |
| 30D | -0.8% | +18.3% | -19.1% | -2.8% |
| 3M | +4.3% | +108.5% | -104.2% | -5.0% |
| 6M | +34.1% | +213.9% | -179.9% | +15.7% |
| YTD | +47.3% | +223.1% | -175.8% | +25.5% |
| 1Y | +22.9% | +160.6% | -137.7% | +6.0% |
| 3Y | -24.6% | +104.3% | -128.8% | -36.4% |
| 5Y | -43.2% | -40.0% | -3.1% | -49.5% |
| All | -43.2% | -39.4% | -3.8% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling