+185.4%
ARM vs SHW
+35.4%
+150.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -10.4% | +4.2% | -14.6% | -12.2% |
| 30D | -31.8% | +11.3% | -43.1% | -36.2% |
| 3M | -32.2% | -1.8% | -30.4% | -31.8% |
| 6M | -14.9% | +12.7% | -27.6% | -22.8% |
| YTD | +66.0% | +10.4% | +55.6% | +51.7% |
| 1Y | +17.2% | +4.7% | +12.5% | +11.2% |
| 3Y | +247.2% | +42.7% | +204.5% | +139.9% |
| All | +185.4% | +35.4% | +150.0% | +114.1% |
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