+42.4%
SLV vs AMBA
+722.2%
-679.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +9.0% | +0.2% |
| 7D | -0.7% | -14.6% | +13.8% | +0.4% |
| 30D | -15.4% | -18.8% | +3.4% | -14.1% |
| 3M | -16.3% | -32.6% | +16.3% | -14.0% |
| 6M | -28.8% | -25.8% | -3.0% | -27.9% |
| YTD | -27.1% | -22.1% | -5.0% | -26.7% |
| 1Y | +7.5% | -36.2% | +43.7% | +9.3% |
| 3Y | +121.2% | +10.0% | +111.2% | +114.1% |
| 5Y | +110.0% | -71.6% | +181.5% | +111.8% |
| 10Y | +168.8% | -4.7% | +173.5% | +150.5% |
| All | +42.4% | +722.2% | -679.8% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling