+175.8%
SLV vs ADM
+133.7%
+42.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.6% |
| 7D | -5.8% | +4.2% | -10.0% | -6.4% |
| 30D | -12.1% | -12.8% | +0.7% | -10.4% |
| 3M | -24.1% | -8.5% | -15.7% | -23.3% |
| 6M | -44.4% | -10.9% | -33.5% | -43.6% |
| YTD | -31.5% | +29.4% | -60.9% | -34.5% |
| 1Y | -6.9% | +27.5% | -34.5% | -10.8% |
| 3Y | +116.0% | +10.3% | +105.7% | +108.7% |
| 5Y | +88.4% | +27.4% | +61.1% | +78.0% |
| All | +175.8% | +133.7% | +42.1% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling