+98.2%
SLV vs ABCL
-81.2%
+179.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -5.8% | -3.3% | -2.6% | -5.5% |
| 30D | -12.1% | -7.1% | -5.0% | -11.7% |
| 3M | -24.1% | +4.7% | -28.9% | -24.9% |
| 6M | -44.4% | +140.9% | -185.3% | -49.7% |
| YTD | -31.5% | +236.0% | -267.5% | -40.0% |
| 1Y | -6.9% | +217.4% | -224.3% | -18.2% |
| 3Y | +116.0% | +188.7% | -72.7% | +86.0% |
| 5Y | +88.4% | -23.5% | +111.9% | +72.3% |
| All | +98.2% | -81.2% | +179.4% | +96.5% |
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