+7,765.4%
AMD vs SHW
+338.2%
+7,427.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.3% | -8.5% |
| 7D | +18.9% | +1.7% | +17.3% | +18.0% |
| 30D | -6.4% | +7.8% | -14.3% | -11.3% |
| 3M | +10.6% | -3.0% | +13.6% | +11.4% |
| 6M | +19.9% | +14.8% | +5.1% | +6.6% |
| YTD | +149.4% | +8.8% | +140.6% | +127.4% |
| 1Y | +115.4% | +4.2% | +111.1% | +101.5% |
| 3Y | +357.3% | +41.5% | +315.8% | +234.7% |
| 5Y | +261.1% | +10.5% | +250.6% | +208.2% |
| All | +7,765.4% | +338.2% | +7,427.2% | +2,880.4% |
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 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