+248.3%
SLV vs ACM
+250.2%
-1.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -3.9% | +5.1% | -8.9% | -4.6% |
| 30D | -15.6% | +18.7% | -34.3% | -18.0% |
| 3M | -23.6% | +15.5% | -39.1% | -25.5% |
| 6M | -42.6% | +1.2% | -43.8% | -43.0% |
| YTD | -30.0% | -25.2% | -4.7% | -27.1% |
| 1Y | -6.6% | -46.3% | +39.7% | +2.4% |
| 3Y | +121.8% | -9.6% | +131.4% | +121.9% |
| 5Y | +92.7% | +4.4% | +88.3% | +87.0% |
| 10Y | +174.0% | +129.3% | +44.6% | +125.7% |
| All | +248.3% | +250.2% | -1.8% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling