+165.7%
SLV vs ARMK
+144.6%
+21.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | +6.7% | 0.0% | +6.7% | +6.6% |
| 3M | -10.7% | +6.7% | -17.4% | -11.7% |
| 6M | -20.6% | +38.8% | -59.4% | -25.0% |
| YTD | -7.1% | +55.2% | -62.3% | -13.5% |
| 1Y | +62.0% | +46.6% | +15.4% | +51.8% |
| 3Y | +169.8% | +112.9% | +56.9% | +137.4% |
| All | +165.7% | +144.6% | +21.1% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling