+116.3%
SLV vs ABCL
-79.5%
+195.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.2% |
| 7D | +5.6% | +12.4% | -6.8% | +4.3% |
| 30D | -12.1% | -0.4% | -11.8% | -12.3% |
| 3M | -16.3% | +80.4% | -96.7% | -21.7% |
| 6M | -34.1% | +138.5% | -172.6% | -40.4% |
| YTD | -25.3% | +265.5% | -290.8% | -35.0% |
| 1Y | +9.6% | +219.7% | -210.1% | -4.0% |
| 3Y | +132.7% | +209.4% | -76.7% | +98.9% |
| 5Y | +113.7% | -15.0% | +128.7% | +93.5% |
| All | +116.3% | -79.5% | +195.8% | +112.6% |
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