+602.8%
ABBV vs SLV
+178.7%
+424.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | +2.2% | -3.9% | +6.0% | +2.3% |
| 30D | +8.0% | -15.6% | +23.6% | +8.5% |
| 3M | +19.1% | -23.6% | +42.7% | +20.0% |
| 6M | +43.5% | -42.6% | +86.1% | +46.1% |
| YTD | +32.7% | -30.0% | +62.7% | +32.3% |
| 1Y | +30.0% | -6.6% | +36.6% | +27.1% |
| 3Y | +134.7% | +121.8% | +12.9% | +115.8% |
| 5Y | +200.7% | +92.7% | +108.0% | +177.0% |
| All | +602.8% | +178.7% | +424.1% | +495.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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