+930.0%
APH vs SHW
+339.2%
+590.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.9% | +1.9% | +3.0% | +4.1% |
| 30D | -5.4% | +8.1% | -13.5% | -9.3% |
| 3M | -5.5% | -2.8% | -2.7% | -5.0% |
| 6M | +25.9% | +15.0% | +10.9% | +15.6% |
| YTD | +16.4% | +9.0% | +7.4% | +9.1% |
| 1Y | +16.5% | +4.5% | +12.0% | +11.4% |
| 3Y | +270.9% | +41.9% | +229.0% | +198.0% |
| 5Y | +289.5% | +10.7% | +278.8% | +247.4% |
| All | +930.0% | +339.2% | +590.8% | +432.6% |
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