-6.6%
SLV vs ABCL
+189.1%
-195.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.7% |
| 7D | -3.9% | +4.4% | -8.3% | -4.8% |
| 30D | -15.6% | -7.9% | -7.8% | -14.6% |
| 3M | -23.6% | +12.2% | -35.8% | -26.7% |
| 6M | -42.6% | +134.7% | -177.3% | -56.5% |
| YTD | -30.0% | +239.8% | -269.7% | -53.8% |
| 1Y | -6.6% | +192.7% | -199.3% | -37.6% |
| All | -6.6% | +189.1% | -195.7% | -37.6% |
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 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