+10.0%
SHW vs AMBA
-69.7%
+79.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +1.7% | +2.7% | -1.0% | +1.4% |
| 30D | +7.8% | -2.2% | +10.0% | +7.9% |
| 3M | -3.0% | -26.6% | +23.6% | 0.0% |
| 6M | +14.8% | -26.8% | +41.5% | +16.1% |
| YTD | +8.8% | -15.1% | +23.9% | +6.9% |
| 1Y | +4.2% | -32.3% | +36.5% | +5.3% |
| 3Y | +41.5% | +19.8% | +21.7% | +24.3% |
| All | +10.0% | -69.7% | +79.7% | +3.7% |
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