+261.8%
SLV vs ACM
+233.3%
+28.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.9% |
| 3M | -16.1% | -10.5% | -5.6% | -14.8% |
| 6M | -33.2% | -19.7% | -13.5% | -31.2% |
| YTD | -27.2% | -28.8% | +1.6% | -23.6% |
| 1Y | +7.6% | -47.9% | +55.5% | +18.6% |
| 3Y | +122.3% | -12.4% | +134.7% | +123.6% |
| 5Y | +109.7% | +0.6% | +109.2% | +104.8% |
| 10Y | +168.4% | +161.3% | +7.2% | +116.0% |
| All | +261.8% | +233.3% | +28.5% | +151.5% |
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