+239.8%
SLV vs AXP
+723.6%
-483.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -15.4% | +7.0% | -22.4% | -16.0% |
| 3M | -16.3% | -6.6% | -9.7% | -15.7% |
| 6M | -28.8% | +3.5% | -32.3% | -29.1% |
| YTD | -27.1% | -11.2% | -16.0% | -26.4% |
| 1Y | +7.5% | -10.2% | +17.7% | +8.5% |
| 3Y | +121.2% | +120.0% | +1.1% | +101.4% |
| 5Y | +110.0% | +95.6% | +14.4% | +91.5% |
| 10Y | +168.8% | +468.1% | -299.3% | +113.6% |
| All | +239.8% | +723.6% | -483.8% | +125.7% |
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