+185.4%
ARM vs SLV
+125.6%
+59.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.9% | -1.4% |
| 7D | -10.4% | +3.7% | -14.0% | -11.5% |
| 30D | -31.8% | -15.2% | -16.7% | -28.0% |
| 3M | -32.2% | -21.8% | -10.5% | -26.4% |
| 6M | -14.9% | -36.3% | +21.4% | -2.8% |
| YTD | +66.0% | -27.8% | +93.9% | +70.6% |
| 1Y | +17.2% | +1.5% | +15.7% | +3.8% |
| 3Y | +247.2% | +128.5% | +118.7% | +118.0% |
| All | +185.4% | +125.6% | +59.8% | +76.7% |
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