+661.2%
SHW vs AMBA
+837.3%
-176.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -3.2% | -11.0% | +7.7% | -2.0% |
| 30D | -9.5% | -23.2% | +13.6% | -7.0% |
| 3M | +11.5% | -12.7% | +24.2% | +11.5% |
| 6M | -3.5% | +11.2% | -14.8% | -6.9% |
| YTD | +3.7% | -11.2% | +14.9% | +2.3% |
| 1Y | -7.9% | -22.5% | +14.6% | -8.4% |
| 3Y | +24.7% | -1.3% | +26.0% | +16.5% |
| 5Y | +13.6% | -54.2% | +67.7% | +10.1% |
| 10Y | +283.0% | -6.1% | +289.1% | +222.1% |
| All | +661.2% | +837.3% | -176.1% | +434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling