+13.8%
SHW vs AMBA
-72.1%
+86.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.5% | -2.9% |
| 7D | +5.7% | -14.6% | +20.3% | +7.5% |
| 30D | +8.7% | -18.8% | +27.5% | +11.0% |
| 3M | -5.4% | -32.6% | +27.2% | -1.5% |
| 6M | +12.2% | -25.8% | +38.1% | +13.0% |
| YTD | +8.5% | -22.1% | +30.6% | +7.7% |
| 1Y | +4.9% | -36.2% | +41.1% | +6.6% |
| 3Y | +42.8% | +10.0% | +32.9% | +26.8% |
| All | +13.8% | -72.1% | +86.0% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling