+261.2%
ARM vs SLV
+132.0%
+129.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.7% | +4.0% | +5.8% |
| 7D | -5.3% | +5.6% | -11.0% | -7.2% |
| 30D | -30.0% | -12.1% | -17.9% | -26.8% |
| 3M | -34.1% | -16.3% | -17.8% | -29.8% |
| 6M | -12.6% | -34.1% | +21.4% | -1.0% |
| YTD | +70.4% | -25.3% | +95.7% | +72.3% |
| 1Y | +22.3% | +9.6% | +12.7% | +3.0% |
| 3Y | +261.2% | +132.7% | +128.5% | +96.2% |
| All | +261.2% | +132.0% | +129.2% | +96.2% |
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 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