+203.0%
AMAT vs SHW
+25.2%
+177.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | -1.5% | -3.2% | +1.7% | -0.1% |
| 30D | -14.8% | -9.5% | -5.3% | -11.2% |
| 3M | -9.3% | +11.5% | -20.7% | -15.1% |
| 6M | +27.4% | -3.5% | +30.9% | +28.5% |
| YTD | +77.6% | +3.7% | +73.8% | +71.6% |
| 1Y | +188.9% | -7.9% | +196.8% | +196.3% |
| All | +203.0% | +25.2% | +177.8% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling