+174.6%
ARM vs SLV
+127.5%
+47.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.9% | +4.8% |
| 7D | -15.2% | +5.1% | -20.3% | -16.8% |
| 30D | -40.7% | -12.9% | -27.8% | -37.9% |
| 3M | -39.1% | -16.1% | -23.0% | -35.3% |
| 6M | -26.4% | -33.2% | +6.8% | -17.0% |
| YTD | +59.7% | -27.2% | +87.0% | +63.6% |
| 1Y | +10.3% | +7.6% | +2.7% | -4.7% |
| 3Y | +228.9% | +122.3% | +106.5% | +102.6% |
| All | +174.6% | +127.5% | +47.1% | +69.5% |
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