+228.3%
ABT vs SLV
+163.3%
+64.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | +1.0% | +3.7% | -2.7% | +0.7% |
| 30D | +11.6% | -15.2% | +26.7% | +12.6% |
| 3M | +2.3% | -21.8% | +24.1% | +3.7% |
| 6M | +32.7% | -36.3% | +69.1% | +36.2% |
| YTD | -9.6% | -27.8% | +18.2% | -10.2% |
| 1Y | -10.1% | +1.5% | -11.6% | -13.8% |
| 3Y | +25.2% | +128.5% | -103.3% | +7.6% |
| 5Y | -4.5% | +103.2% | -107.8% | -17.6% |
| 10Y | +228.3% | +164.7% | +63.6% | +162.8% |
| All | +228.3% | +163.3% | +64.9% | +162.8% |
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