+19.3%
ARM vs SHW
+7.3%
+12.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.6% | -11.9% | -6.1% |
| 7D | -18.7% | +13.3% | -32.0% | -20.6% |
| 30D | -36.7% | +14.1% | -50.8% | -38.6% |
| 3M | -31.6% | +0.8% | -32.4% | -31.1% |
| 6M | -5.6% | +17.6% | -23.3% | -10.5% |
| YTD | +75.5% | +13.0% | +62.5% | +66.3% |
| 1Y | +19.3% | +7.0% | +12.3% | +13.3% |
| All | +19.3% | +7.3% | +12.1% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling