+333.1%
SLV vs AME
+1,739.3%
-1,406.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -0.3% | +0.6% | -1.0% | -0.5% |
| 30D | +6.7% | -6.7% | +13.4% | +8.3% |
| 3M | -10.7% | +4.1% | -14.8% | -11.5% |
| 6M | -20.6% | +1.6% | -22.2% | -20.9% |
| YTD | -7.1% | +16.1% | -23.3% | -9.9% |
| 1Y | +62.0% | +27.3% | +34.7% | +53.9% |
| 3Y | +169.8% | +50.9% | +119.0% | +144.8% |
| 5Y | +161.5% | +81.4% | +80.1% | +126.1% |
| 10Y | +224.4% | +417.0% | -192.6% | +116.6% |
| All | +333.1% | +1,739.3% | -1,406.2% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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