+333.1%
SLV vs ADP
+1,171.8%
-838.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -0.3% | -3.4% | +3.1% | +0.2% |
| 30D | +6.7% | +2.8% | +3.9% | +6.2% |
| 3M | -10.7% | +20.9% | -31.6% | -13.5% |
| 6M | -20.6% | +29.9% | -50.5% | -24.2% |
| YTD | -7.1% | +9.6% | -16.8% | -9.0% |
| 1Y | +62.0% | -5.3% | +67.2% | +62.9% |
| 3Y | +169.8% | +16.5% | +153.3% | +159.2% |
| 5Y | +161.5% | +49.4% | +112.1% | +137.8% |
| 10Y | +224.4% | +282.2% | -57.8% | +136.4% |
| All | +333.1% | +1,171.8% | -838.7% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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