+171.1%
SLV vs APD
+185.9%
-14.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +5.1% | -3.7% | +8.8% | +5.8% |
| 30D | -12.9% | +9.6% | -22.5% | -14.4% |
| 3M | -16.1% | +1.6% | -17.7% | -16.4% |
| 6M | -33.2% | +2.2% | -35.3% | -33.5% |
| YTD | -27.2% | +25.9% | -53.1% | -30.6% |
| 1Y | +7.6% | +20.1% | -12.5% | +3.5% |
| 3Y | +122.3% | +12.4% | +109.9% | +113.5% |
| 5Y | +109.7% | +11.1% | +98.6% | +99.8% |
| All | +171.1% | +185.9% | -14.8% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling