+219.5%
SLV vs AMGN
+933.3%
-713.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | +1.1% | -7.0% | -5.9% |
| 30D | -12.1% | +9.3% | -21.4% | -12.9% |
| 3M | -24.1% | +12.1% | -36.2% | -25.0% |
| 6M | -44.4% | +40.3% | -84.7% | -46.2% |
| YTD | -31.5% | +45.2% | -76.7% | -33.9% |
| 1Y | -6.9% | +42.4% | -49.4% | -10.1% |
| 3Y | +116.0% | +91.0% | +25.0% | +102.5% |
| 5Y | +88.4% | +157.4% | -68.9% | +71.8% |
| 10Y | +167.9% | +321.0% | -153.1% | +133.2% |
| All | +219.5% | +933.3% | -713.8% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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