+216.5%
SLV vs AMCR
+16.5%
+200.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | -5.0% | -5.0% | -0.1% | -3.9% |
| 30D | -1.8% | -8.0% | +6.2% | +0.1% |
| 3M | -0.3% | +14.3% | -14.6% | -3.6% |
| 6M | -28.2% | +5.3% | -33.5% | -29.4% |
| YTD | -10.7% | +7.7% | -18.5% | -12.2% |
| 1Y | +53.7% | +10.8% | +42.9% | +50.3% |
| 3Y | +173.7% | +9.6% | +164.1% | +165.1% |
| 5Y | +161.5% | -10.2% | +171.7% | +162.1% |
| All | +216.5% | +16.5% | +200.0% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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