+239.3%
SLV vs ATI
+211.6%
+27.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -0.7% |
| 7D | +5.1% | +6.2% | -1.1% | +4.2% |
| 30D | -12.9% | -7.1% | -5.8% | -12.2% |
| 3M | -16.1% | -21.3% | +5.2% | -13.6% |
| 6M | -33.2% | +6.5% | -39.7% | -33.9% |
| YTD | -27.2% | +53.2% | -80.4% | -31.1% |
| 1Y | +7.6% | +82.7% | -75.1% | -0.3% |
| 3Y | +122.3% | +314.3% | -192.0% | +82.6% |
| 5Y | +109.7% | +890.9% | -781.2% | +52.0% |
| 10Y | +168.4% | +1,142.3% | -973.9% | +70.8% |
| All | +239.3% | +211.6% | +27.7% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 all: compounded portfolio wealth divided by compounded ATI 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…
all analysis · Full analysis span regression · 6 months rolling