+164.7%
SLV vs AMBA
+4.3%
+160.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.4% | -3.3% |
| 7D | +3.7% | -2.6% | +6.3% | +3.8% |
| 30D | -15.2% | -10.5% | -4.7% | -14.3% |
| 3M | -21.8% | -26.4% | +4.7% | -19.7% |
| 6M | -36.3% | -20.9% | -15.4% | -35.8% |
| YTD | -27.8% | -14.8% | -13.1% | -27.9% |
| 1Y | +1.5% | -36.1% | +37.6% | +3.4% |
| 3Y | +128.5% | +20.2% | +108.3% | +117.3% |
| 5Y | +103.2% | -67.2% | +170.5% | +102.6% |
| 10Y | +164.7% | +5.0% | +159.7% | +138.0% |
| All | +164.7% | +4.3% | +160.4% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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