+102.7%
SLV vs ABCL
-81.0%
+183.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -3.0% |
| 7D | -3.9% | +4.4% | -8.3% | -4.3% |
| 30D | -15.6% | -7.9% | -7.8% | -15.2% |
| 3M | -23.6% | +12.2% | -35.8% | -24.9% |
| 6M | -42.6% | +134.7% | -177.3% | -48.0% |
| YTD | -30.0% | +239.8% | -269.7% | -38.7% |
| 1Y | -6.6% | +192.7% | -199.3% | -17.6% |
| 3Y | +121.8% | +187.6% | -65.8% | +91.0% |
| 5Y | +92.7% | -22.6% | +115.3% | +76.0% |
| All | +102.7% | -81.0% | +183.6% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling