+296.4%
ARM vs SLV
+190.4%
+106.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.3% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | -8.2% | +6.7% | -14.9% | -10.0% |
| 3M | -35.9% | -10.7% | -25.2% | -34.1% |
| 6M | +103.1% | -20.6% | +123.7% | +113.2% |
| YTD | +130.6% | -7.1% | +137.8% | +117.8% |
| 1Y | +86.1% | +62.0% | +24.1% | +37.3% |
| All | +296.4% | +190.4% | +106.0% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling