+0.4%
SLV vs ACM
-45.3%
+45.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -1.1% | +3.0% | -4.1% | -1.5% |
| 30D | -14.2% | +19.7% | -33.8% | -16.3% |
| 3M | -20.3% | +5.3% | -25.6% | -21.2% |
| 6M | -40.2% | -10.8% | -29.4% | -39.1% |
| YTD | -27.6% | -25.1% | -2.5% | -20.7% |
| 1Y | +0.4% | -45.8% | +46.2% | +10.6% |
| All | +0.4% | -45.3% | +45.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling