+7.6%
SLV vs ABCL
+152.2%
-144.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.9% | -1.5% |
| 7D | +5.1% | -3.2% | +8.3% | +5.4% |
| 30D | -12.9% | -7.4% | -5.5% | -12.0% |
| 3M | -16.1% | +81.9% | -98.0% | -28.4% |
| 6M | -33.2% | +135.7% | -168.9% | -48.6% |
| YTD | -27.2% | +247.4% | -274.6% | -50.8% |
| 1Y | +7.6% | +162.3% | -154.6% | -25.9% |
| All | +7.6% | +152.2% | -144.6% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling