+337.5%
AMD vs SHW
+15.5%
+322.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +2.6% | -3.2% | +5.8% | +4.4% |
| 30D | -0.9% | -9.5% | +8.6% | +4.3% |
| 3M | -8.7% | +11.5% | -20.2% | -15.7% |
| 6M | +136.3% | -3.5% | +139.9% | +137.4% |
| YTD | +123.0% | +3.7% | +119.3% | +112.9% |
| 1Y | +195.2% | -7.9% | +203.1% | +199.5% |
| 3Y | +336.3% | +24.7% | +311.6% | +254.8% |
| All | +337.5% | +15.5% | +322.0% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling