+278.0%
APH vs SHW
+44.1%
+233.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -5.0% | +4.2% | -9.3% | -6.1% |
| 30D | -8.4% | +11.3% | -19.6% | -11.5% |
| 3M | -4.5% | -1.8% | -2.7% | -4.1% |
| 6M | +25.3% | +12.7% | +12.6% | +19.0% |
| YTD | +18.9% | +10.4% | +8.5% | +13.0% |
| 1Y | +11.9% | +4.7% | +7.2% | +8.6% |
| 3Y | +278.0% | +42.7% | +235.3% | +217.7% |
| All | +278.0% | +44.1% | +233.9% | +217.7% |
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