+185.1%
SLV vs BAM
+78.0%
+107.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -0.3% | -2.0% | +1.6% | +0.2% |
| 30D | +6.7% | -2.9% | +9.6% | +7.3% |
| 3M | -10.7% | +9.4% | -20.1% | -12.8% |
| 6M | -20.6% | +10.8% | -31.4% | -22.7% |
| YTD | -7.1% | -0.4% | -6.7% | -7.8% |
| 1Y | +62.0% | -10.9% | +72.8% | +63.9% |
| 3Y | +169.8% | +61.3% | +108.6% | +136.6% |
| All | +185.1% | +78.0% | +107.2% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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