+228.6%
ABT vs SLV
+166.7%
+61.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | -5.4% | -1.1% | -4.3% | -5.3% |
| 30D | +8.0% | -14.2% | +22.2% | +8.9% |
| 3M | +0.2% | -20.3% | +20.5% | +1.5% |
| 6M | +34.1% | -40.2% | +74.3% | +38.3% |
| YTD | -10.6% | -27.6% | +17.0% | -11.1% |
| 1Y | -11.8% | +0.4% | -12.2% | -15.4% |
| 3Y | +23.9% | +129.4% | -105.5% | +6.5% |
| 5Y | -5.1% | +99.8% | -104.9% | -17.9% |
| 10Y | +228.6% | +183.2% | +45.4% | +160.4% |
| All | +228.6% | +166.7% | +61.9% | +160.4% |
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