+268.6%
ARM vs SLV
+118.7%
+149.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.9% |
| 7D | +9.1% | -5.8% | +15.0% | +11.5% |
| 30D | -19.9% | -12.1% | -7.8% | -16.2% |
| 3M | -31.6% | -24.1% | -7.5% | -24.6% |
| 6M | -13.9% | -44.4% | +30.5% | +2.6% |
| YTD | +74.3% | -31.5% | +105.8% | +81.6% |
| 1Y | +35.8% | -6.9% | +42.7% | +22.1% |
| 3Y | +268.6% | +116.0% | +152.6% | +104.8% |
| All | +268.6% | +118.7% | +149.9% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling