+2,347.4%
AMAT vs SLV
+263.8%
+2,083.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.1% | -13.5% |
| 7D | -24.3% | -0.7% | -23.5% | -24.2% |
| 30D | -39.8% | -15.4% | -24.4% | -37.7% |
| 3M | -40.2% | -16.3% | -23.9% | -38.0% |
| 6M | -22.1% | -28.8% | +6.7% | -16.8% |
| YTD | +24.7% | -27.1% | +51.8% | +29.8% |
| 1Y | +33.3% | +7.5% | +25.7% | +28.1% |
| 3Y | +133.9% | +121.2% | +12.7% | +95.2% |
| 5Y | +117.1% | +110.0% | +7.1% | +80.9% |
| 10Y | +1,158.7% | +168.8% | +989.9% | +885.4% |
| All | +2,347.4% | +263.8% | +2,083.6% | +1,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling