+219.8%
ARM vs SHW
+35.6%
+184.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +11.9% | +12.0% |
| 7D | +6.0% | -2.1% | +8.2% | +7.5% |
| 30D | -20.3% | +11.1% | -31.4% | -25.4% |
| 3M | -24.4% | -2.2% | -22.2% | -23.7% |
| 6M | -4.4% | +14.3% | -18.7% | -14.1% |
| YTD | +86.0% | +10.6% | +75.5% | +69.9% |
| 1Y | +35.8% | +4.1% | +31.7% | +29.5% |
| 3Y | +289.1% | +42.9% | +246.2% | +168.6% |
| All | +219.8% | +35.6% | +184.2% | +139.8% |
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