+92.7%
SLV vs ARMK
+106.6%
-13.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | -3.9% | +7.1% | -11.0% | -5.0% |
| 30D | -15.6% | -1.6% | -14.0% | -15.4% |
| 3M | -23.6% | -10.5% | -13.1% | -22.2% |
| 6M | -42.6% | +11.8% | -54.3% | -43.8% |
| YTD | -30.0% | +47.3% | -77.2% | -34.4% |
| 1Y | -6.6% | +41.5% | -48.1% | -12.1% |
| 3Y | +121.8% | +95.3% | +26.5% | +96.5% |
| 5Y | +92.7% | +108.1% | -15.5% | +65.8% |
| All | +92.7% | +106.6% | -13.9% | +65.8% |
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