+4.1%
SHW vs AMBA
-32.7%
+36.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -1.5% |
| 7D | +3.5% | -7.2% | +10.7% | +3.5% |
| 30D | +9.2% | -10.4% | +19.6% | +9.3% |
| 3M | -5.1% | -30.1% | +25.0% | -4.5% |
| 6M | +6.8% | -22.4% | +29.3% | +6.3% |
| YTD | +7.0% | -17.3% | +24.3% | +4.9% |
| 1Y | +4.1% | -35.4% | +39.5% | +3.6% |
| All | +4.1% | -32.7% | +36.8% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling