+214.2%
ARM vs SLV
+119.0%
+95.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.7% |
| 7D | +19.8% | -3.9% | +23.7% | +21.5% |
| 30D | -21.8% | -15.6% | -6.1% | -17.1% |
| 3M | -26.5% | -23.6% | -2.9% | -19.5% |
| 6M | -3.9% | -42.6% | +38.6% | +12.6% |
| YTD | +82.8% | -30.0% | +112.7% | +89.7% |
| 1Y | +34.3% | -6.6% | +40.9% | +23.0% |
| 3Y | +282.2% | +121.8% | +160.4% | +142.4% |
| All | +214.2% | +119.0% | +95.1% | +96.5% |
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