+162.2%
ARM vs SLV
+127.8%
+34.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.6% | -12.9% |
| 7D | -27.1% | -0.7% | -26.4% | -27.0% |
| 30D | -44.9% | -15.4% | -29.5% | -41.8% |
| 3M | -39.3% | -16.3% | -23.0% | -35.5% |
| 6M | -20.2% | -28.8% | +8.6% | -11.2% |
| YTD | +52.5% | -27.1% | +79.7% | +56.2% |
| 1Y | +4.1% | +7.5% | -3.4% | -10.0% |
| 3Y | +211.7% | +121.2% | +90.5% | +91.5% |
| All | +162.2% | +127.8% | +34.4% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling