-38.4%
SIRI vs ABCL
-79.6%
+41.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +5.5% | +2.3% | +3.2% | +5.3% |
| 30D | +22.6% | -0.7% | +23.3% | +22.3% |
| 3M | +12.9% | +33.4% | -20.5% | +9.7% |
| 6M | +22.3% | +137.8% | -115.5% | +11.8% |
| YTD | +67.8% | +264.3% | -196.6% | +46.5% |
| 1Y | +54.6% | +209.2% | -154.6% | +36.9% |
| 3Y | -21.4% | +208.4% | -229.8% | -33.1% |
| 5Y | -39.2% | -11.9% | -27.3% | -46.4% |
| All | -38.4% | -79.6% | +41.2% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling