+103.2%
SLV vs ABCL
-8.0%
+111.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +3.7% | +2.3% | +1.4% | +3.3% |
| 30D | -15.2% | -0.7% | -14.5% | -15.3% |
| 3M | -21.8% | +33.4% | -55.2% | -24.7% |
| 6M | -36.3% | +137.8% | -174.1% | -43.1% |
| YTD | -27.8% | +264.3% | -292.2% | -38.3% |
| 1Y | +1.5% | +209.2% | -207.7% | -12.3% |
| 3Y | +128.5% | +208.4% | -79.9% | +92.3% |
| 5Y | +103.2% | -11.9% | +115.1% | +81.8% |
| All | +103.2% | -8.0% | +111.2% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling