+239.3%
SLV vs ADP
+1,298.5%
-1,059.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +5.1% | +3.2% | +1.9% | +4.6% |
| 30D | -12.9% | +14.9% | -27.8% | -14.8% |
| 3M | -16.1% | +11.6% | -27.7% | -17.6% |
| 6M | -33.2% | +48.5% | -81.6% | -37.5% |
| YTD | -27.2% | +20.6% | -47.8% | -29.8% |
| 1Y | +7.6% | +23.7% | -16.1% | +3.4% |
| 3Y | +122.3% | +47.8% | +74.5% | +104.9% |
| 5Y | +109.7% | +47.7% | +62.0% | +91.8% |
| 10Y | +168.4% | +324.0% | -155.5% | +92.3% |
| All | +239.3% | +1,298.5% | -1,059.2% | +68.9% |
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