+64.3%
SLV vs AMCR
+100.3%
-36.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | -2.4% | -3.5% | -5.4% |
| 30D | -12.1% | +3.6% | -15.7% | -12.8% |
| 3M | -24.1% | -4.2% | -19.9% | -23.6% |
| 6M | -44.4% | +15.5% | -59.9% | -46.1% |
| YTD | -31.5% | +9.7% | -41.2% | -32.7% |
| 1Y | -6.9% | +8.3% | -15.2% | -8.4% |
| 3Y | +116.0% | +15.4% | +100.6% | +108.8% |
| 5Y | +88.4% | -9.1% | +97.5% | +88.1% |
| 10Y | +167.9% | +18.6% | +149.3% | +151.8% |
| All | +64.3% | +100.3% | -36.0% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling