+37.5%
AMAT vs SHW
+5.0%
+32.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.0% | -9.6% | -13.1% |
| 7D | -24.3% | +5.7% | -30.0% | -24.5% |
| 30D | -39.8% | +8.7% | -48.5% | -40.5% |
| 3M | -40.2% | -5.4% | -34.8% | -38.8% |
| 6M | -22.1% | +12.2% | -34.4% | -25.0% |
| YTD | +24.7% | +8.5% | +16.2% | +18.0% |
| All | +37.5% | +5.0% | +32.4% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling