+165.0%
AMAT vs SHW
+43.4%
+121.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.0% | +7.4% | +9.9% |
| 7D | -1.1% | +1.6% | -2.6% | -1.5% |
| 30D | -26.9% | +12.1% | -39.0% | -30.2% |
| 3M | -31.2% | -3.0% | -28.2% | -30.3% |
| 6M | -14.7% | +13.5% | -28.2% | -20.3% |
| YTD | +44.7% | +11.2% | +33.5% | +35.9% |
| 1Y | +62.0% | +6.2% | +55.7% | +55.7% |
| 3Y | +165.0% | +45.6% | +119.3% | +108.4% |
| All | +165.0% | +43.4% | +121.6% | +108.4% |
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