+356.5%
SHW vs AMBA
+12.8%
+343.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.3% | -1.3% | +3.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | +12.1% | -8.6% | +20.7% | +13.1% |
| 3M | -3.0% | -29.0% | +26.0% | +0.7% |
| 6M | +13.5% | -19.2% | +32.7% | +13.4% |
| YTD | +11.2% | -13.0% | +24.2% | +9.2% |
| 1Y | +6.2% | -31.3% | +37.5% | +7.2% |
| 3Y | +45.6% | +28.1% | +17.5% | +28.4% |
| 5Y | +15.6% | -69.4% | +85.0% | +16.6% |
| 10Y | +356.5% | +7.6% | +348.8% | +247.6% |
| All | +356.5% | +12.8% | +343.7% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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