+267.0%
APH vs SHW
+14.0%
+253.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -7.9% |
| 7D | -12.7% | +5.7% | -18.4% | -14.7% |
| 30D | -19.2% | +8.7% | -27.8% | -22.1% |
| 3M | -16.7% | -5.4% | -11.3% | -15.4% |
| 6M | +5.1% | +12.2% | -7.1% | -1.0% |
| YTD | +6.6% | +8.5% | -1.9% | +1.2% |
| 1Y | +3.9% | +4.9% | -1.0% | 0.0% |
| 3Y | +246.0% | +42.8% | +203.2% | +186.3% |
| All | +267.0% | +14.0% | +253.0% | +240.4% |
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 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