+174.6%
ARM vs SHW
+31.1%
+143.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.5% |
| 7D | -15.2% | +3.5% | -18.7% | -17.1% |
| 30D | -40.7% | +9.2% | -49.9% | -44.1% |
| 3M | -39.1% | -5.1% | -34.0% | -37.6% |
| 6M | -26.4% | +6.8% | -33.3% | -31.0% |
| YTD | +59.7% | +7.0% | +52.8% | +48.3% |
| 1Y | +10.3% | +4.1% | +6.2% | +4.2% |
| 3Y | +228.9% | +41.1% | +187.8% | +126.0% |
| All | +174.6% | +31.1% | +143.5% | +109.3% |
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 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