+333.1%
SLV vs AXP
+724.1%
-391.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +6.7% | -6.5% | +13.2% | +7.4% |
| 3M | -10.7% | +4.6% | -15.3% | -11.2% |
| 6M | -20.6% | +5.4% | -26.0% | -21.1% |
| YTD | -7.1% | -11.1% | +4.0% | -6.2% |
| 1Y | +62.0% | -0.3% | +62.3% | +61.4% |
| 3Y | +169.8% | +111.6% | +58.2% | +146.6% |
| 5Y | +161.5% | +117.6% | +43.9% | +135.7% |
| 10Y | +224.4% | +474.1% | -249.7% | +157.4% |
| All | +333.1% | +724.1% | -391.0% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling