+81.5%
SLV vs AMBA
+837.3%
-755.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -0.3% | -11.0% | +10.6% | +0.5% |
| 30D | +6.7% | -23.2% | +29.9% | +8.6% |
| 3M | -10.7% | -12.7% | +2.0% | -10.4% |
| 6M | -20.6% | +11.2% | -31.8% | -21.8% |
| YTD | -7.1% | -11.2% | +4.1% | -7.4% |
| 1Y | +62.0% | -22.5% | +84.5% | +62.3% |
| 3Y | +169.8% | -1.3% | +171.1% | +162.1% |
| 5Y | +161.5% | -54.2% | +215.6% | +156.5% |
| 10Y | +224.4% | -6.1% | +230.5% | +200.9% |
| All | +81.5% | +837.3% | -755.7% | +32.5% |
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