+6,351.7%
AMD vs SLV
+170.8%
+6,181.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.2% | +11.1% |
| 7D | -11.0% | +5.1% | -16.1% | -12.7% |
| 30D | -30.5% | -12.9% | -17.6% | -27.0% |
| 3M | -8.2% | -16.1% | +7.9% | -2.7% |
| 6M | +6.6% | -33.2% | +39.7% | +21.7% |
| YTD | +109.7% | -27.2% | +136.9% | +122.4% |
| 1Y | +88.9% | +7.6% | +81.3% | +73.6% |
| 3Y | +301.8% | +122.3% | +179.5% | +186.8% |
| 5Y | +229.4% | +109.7% | +119.6% | +134.2% |
| All | +6,351.7% | +170.8% | +6,181.0% | +3,619.2% |
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