+171.1%
SLV vs AXP
+449.9%
-278.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +5.1% | +0.6% | +4.5% | +5.0% |
| 30D | -12.9% | +5.8% | -18.7% | -13.4% |
| 3M | -16.1% | -6.0% | -10.1% | -15.5% |
| 6M | -33.2% | +0.3% | -33.5% | -33.2% |
| YTD | -27.2% | -12.3% | -15.0% | -26.4% |
| 1Y | +7.6% | -11.2% | +18.9% | +8.7% |
| 3Y | +122.3% | +117.0% | +5.3% | +102.4% |
| 5Y | +109.7% | +93.2% | +16.5% | +90.7% |
| All | +171.1% | +449.9% | -278.8% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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