+89.9%
SLV vs AXP
+86.8%
+3.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | -12.1% | +4.4% | -16.6% | -12.6% |
| 3M | -24.1% | -6.4% | -17.7% | -23.5% |
| 6M | -44.4% | +4.2% | -48.5% | -44.7% |
| YTD | -31.5% | -12.4% | -19.1% | -30.6% |
| 1Y | -6.9% | -11.1% | +4.2% | -5.9% |
| 3Y | +116.0% | +114.9% | +1.1% | +92.9% |
| All | +89.9% | +86.8% | +3.1% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling