+261.2%
ARM vs SHW
+43.4%
+217.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.0% | +2.7% | +4.7% |
| 7D | -5.3% | +1.6% | -6.9% | -6.0% |
| 30D | -30.0% | +12.1% | -42.1% | -34.5% |
| 3M | -34.1% | -3.0% | -31.1% | -33.1% |
| 6M | -12.6% | +13.5% | -26.2% | -20.6% |
| YTD | +70.4% | +11.2% | +59.2% | +55.9% |
| 1Y | +22.3% | +6.2% | +16.0% | +15.4% |
| 3Y | +261.2% | +45.6% | +215.6% | +199.9% |
| All | +261.2% | +43.4% | +217.8% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling