+153.3%
AMAT vs SLV
+118.7%
+34.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.1% |
| 7D | +11.4% | -5.8% | +17.2% | +13.6% |
| 30D | -17.0% | -12.1% | -4.9% | -13.6% |
| 3M | -30.6% | -24.1% | -6.5% | -24.6% |
| 6M | -14.9% | -44.4% | +29.4% | +0.2% |
| YTD | +44.7% | -31.5% | +76.2% | +51.2% |
| 1Y | +66.9% | -6.9% | +73.8% | +53.8% |
| 3Y | +153.3% | +116.0% | +37.3% | +72.8% |
| All | +153.3% | +118.7% | +34.6% | +72.8% |
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