+239.3%
SLV vs ADM
+220.6%
+18.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +5.1% | -9.0% | +14.1% | +7.0% |
| 30D | -12.9% | -14.0% | +1.1% | -10.4% |
| 3M | -16.1% | -9.2% | -6.9% | -14.8% |
| 6M | -33.2% | -9.2% | -24.0% | -32.2% |
| YTD | -27.2% | +24.2% | -51.5% | -30.9% |
| 1Y | +7.6% | +27.0% | -19.3% | +1.8% |
| 3Y | +122.3% | +6.6% | +115.7% | +113.8% |
| 5Y | +109.7% | +25.0% | +84.7% | +92.6% |
| 10Y | +168.4% | +100.2% | +68.2% | +116.7% |
| All | +239.3% | +220.6% | +18.8% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling