+1,370.8%
AMAT vs SLV
+163.3%
+1,207.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +1.6% |
| 7D | -2.5% | +3.7% | -6.1% | -3.5% |
| 30D | -26.5% | -15.2% | -11.4% | -22.8% |
| 3M | -28.6% | -21.8% | -6.8% | -23.3% |
| 6M | -14.2% | -36.3% | +22.1% | -2.8% |
| YTD | +45.5% | -27.8% | +73.3% | +52.4% |
| 1Y | +59.3% | +1.5% | +57.8% | +49.0% |
| 3Y | +153.1% | +128.5% | +24.6% | +82.6% |
| 5Y | +158.2% | +103.2% | +54.9% | +88.1% |
| 10Y | +1,370.8% | +164.7% | +1,206.1% | +757.5% |
| All | +1,370.8% | +163.3% | +1,207.5% | +757.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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