+6,351.7%
AMD vs SHW
+358.9%
+5,992.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.9% |
| 7D | -11.0% | +3.5% | -14.5% | -13.1% |
| 30D | -30.5% | +9.2% | -39.7% | -34.8% |
| 3M | -8.2% | -5.1% | -3.1% | -6.5% |
| 6M | +6.6% | +6.8% | -0.3% | -1.0% |
| YTD | +109.7% | +7.0% | +102.7% | +92.9% |
| 1Y | +88.9% | +4.1% | +84.8% | +76.5% |
| 3Y | +301.8% | +41.1% | +260.8% | +195.0% |
| 5Y | +229.4% | +12.9% | +216.5% | +176.4% |
| All | +6,351.7% | +358.9% | +5,992.8% | +3,060.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling