+361.8%
SLV vs ACM
+230.8%
+131.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | +6.7% | -11.1% | +17.8% | +8.5% |
| 3M | -10.7% | -8.0% | -2.7% | -9.8% |
| 6M | -20.6% | -29.7% | +9.1% | -16.4% |
| YTD | -7.1% | -29.4% | +22.2% | -2.3% |
| 1Y | +62.0% | -46.4% | +108.4% | +77.8% |
| 3Y | +169.8% | -22.3% | +192.2% | +176.7% |
| 5Y | +161.5% | +4.5% | +157.0% | +153.8% |
| 10Y | +224.4% | +127.6% | +96.8% | +167.2% |
| All | +361.8% | +230.8% | +131.0% | +221.6% |
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 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