+110.6%
SLV vs ABCL
-80.5%
+191.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.9% | -0.8% |
| 7D | +5.1% | -3.2% | +8.3% | +5.2% |
| 30D | -12.9% | -7.4% | -5.5% | -12.5% |
| 3M | -16.1% | +81.9% | -98.0% | -21.6% |
| 6M | -33.2% | +135.7% | -168.9% | -39.5% |
| YTD | -27.2% | +247.4% | -274.6% | -36.4% |
| 1Y | +7.6% | +162.3% | -154.6% | -4.5% |
| 3Y | +122.3% | +165.5% | -43.1% | +92.1% |
| 5Y | +109.7% | -21.3% | +131.0% | +91.1% |
| All | +110.6% | -80.5% | +191.1% | +108.0% |
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