+247.2%
AMAT vs SLV
+163.9%
+83.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.5% |
| 3M | -9.3% | -10.7% | +1.4% | -6.5% |
| 6M | +27.4% | -20.6% | +48.0% | +34.5% |
| YTD | +77.6% | -7.1% | +84.7% | +71.0% |
| 1Y | +188.9% | +62.0% | +127.0% | +127.4% |
| 3Y | +202.3% | +169.8% | +32.5% | +99.0% |
| All | +247.2% | +163.9% | +83.3% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling