+218.9%
SLV vs ARMK
+136.6%
+82.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +2.5% | +1.7% | +0.8% | +2.3% |
| 30D | +3.3% | +3.1% | +0.1% | +2.8% |
| 3M | -3.6% | +9.2% | -12.8% | -4.6% |
| 6M | -21.8% | +43.7% | -65.5% | -25.1% |
| YTD | -7.8% | +57.4% | -65.2% | -12.5% |
| 1Y | +58.3% | +51.9% | +6.4% | +50.7% |
| 3Y | +182.6% | +125.4% | +57.2% | +156.7% |
| 5Y | +167.8% | +149.1% | +18.7% | +139.2% |
| 10Y | +218.9% | +135.4% | +83.4% | +184.0% |
| All | +218.9% | +136.6% | +82.2% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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