+171.1%
SLV vs ARMK
+123.7%
+47.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.6% |
| 7D | +5.1% | -2.6% | +7.7% | +5.4% |
| 30D | -12.9% | -5.2% | -7.7% | -12.4% |
| 3M | -16.1% | -6.5% | -9.6% | -15.5% |
| 6M | -33.2% | +15.3% | -48.4% | -34.4% |
| YTD | -27.2% | +43.6% | -70.8% | -30.2% |
| 1Y | +7.6% | +42.1% | -34.4% | +3.3% |
| 3Y | +122.3% | +94.0% | +28.3% | +105.5% |
| 5Y | +109.7% | +96.3% | +13.5% | +92.0% |
| All | +171.1% | +123.7% | +47.4% | +135.8% |
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