+183.2%
SLV vs ARMK
+130.7%
+52.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | +2.8% | -3.9% | -1.4% |
| 30D | -14.2% | -1.8% | -12.4% | -14.0% |
| 3M | -20.3% | -10.9% | -9.5% | -19.3% |
| 6M | -40.2% | +21.2% | -61.4% | -41.6% |
| YTD | -27.6% | +47.0% | -74.6% | -30.7% |
| 1Y | +0.4% | +42.9% | -42.4% | -3.6% |
| 3Y | +129.4% | +95.0% | +34.4% | +111.8% |
| 5Y | +99.8% | +106.2% | -6.4% | +82.0% |
| 10Y | +183.2% | +131.6% | +51.6% | +146.7% |
| All | +183.2% | +130.7% | +52.5% | +146.7% |
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