+128.3%
SLV vs ARMK
+96.1%
+32.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | +2.8% | -3.9% | -1.6% |
| 30D | -14.2% | -1.8% | -12.4% | -13.9% |
| 3M | -20.3% | -10.9% | -9.5% | -18.6% |
| 6M | -40.2% | +21.2% | -61.4% | -42.7% |
| YTD | -27.6% | +47.0% | -74.6% | -32.8% |
| 1Y | +0.4% | +42.9% | -42.4% | -6.4% |
| All | +128.3% | +96.1% | +32.2% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling