+168.7%
SLV vs ABCL
-81.3%
+250.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +6.7% | +93.1% | -86.4% | -0.5% |
| 3M | -10.7% | +79.4% | -90.1% | -16.5% |
| 6M | -20.6% | +214.9% | -235.5% | -29.7% |
| YTD | -7.1% | +234.2% | -241.4% | -18.2% |
| 1Y | +62.0% | +174.8% | -112.8% | +43.9% |
| 3Y | +169.8% | +104.5% | +65.4% | +137.3% |
| 5Y | +161.5% | -39.0% | +200.5% | +142.5% |
| All | +168.7% | -81.3% | +250.0% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling