+114,578.9%
APH vs SHW
+14,480.3%
+100,098.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -7.8% |
| 7D | -12.7% | +5.7% | -18.4% | -14.9% |
| 30D | -19.2% | +8.7% | -27.8% | -22.3% |
| 3M | -16.7% | -5.4% | -11.3% | -15.6% |
| 6M | +5.1% | +12.2% | -7.1% | -1.1% |
| 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% | +190.5% |
| 5Y | +268.0% | +14.5% | +253.5% | +230.7% |
| 10Y | +868.2% | +373.0% | +495.2% | +397.2% |
| All | +114,578.9% | +14,480.3% | +100,098.6% | +20,268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling