-45.0%
SIRI vs ABCL
-81.3%
+36.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | -4.7% | +93.1% | -97.8% | -10.2% |
| 3M | +5.3% | +79.4% | -74.2% | -0.7% |
| 6M | +30.5% | +214.9% | -184.4% | +16.7% |
| YTD | +49.6% | +234.2% | -184.6% | +32.1% |
| 1Y | +28.5% | +174.8% | -146.3% | +14.4% |
| 3Y | -27.5% | +104.5% | -131.9% | -36.6% |
| 5Y | -44.7% | -39.0% | -5.6% | -50.8% |
| All | -45.0% | -81.3% | +36.2% | -51.6% |
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