+203.0%
AMAT vs SLV
+174.2%
+28.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -14.8% | +6.7% | -21.5% | -16.4% |
| 3M | -9.3% | -10.7% | +1.4% | -6.8% |
| 6M | +27.4% | -20.6% | +48.0% | +33.8% |
| YTD | +77.6% | -7.1% | +84.7% | +70.4% |
| 1Y | +188.9% | +62.0% | +127.0% | +126.5% |
| All | +203.0% | +174.2% | +28.9% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling