+122.3%
SLV vs ACM
-12.3%
+134.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +5.1% | +5.4% | -0.3% | +4.2% |
| 30D | -12.9% | +15.1% | -28.0% | -15.0% |
| 3M | -16.1% | -10.5% | -5.6% | -14.7% |
| 6M | -33.2% | -19.7% | -13.5% | -30.7% |
| YTD | -27.2% | -28.8% | +1.6% | -22.2% |
| 1Y | +7.6% | -47.9% | +55.5% | +21.4% |
| 3Y | +122.3% | -12.4% | +134.7% | +115.8% |
| All | +122.3% | -12.3% | +134.6% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling