+27.1%
SHW vs AMC
-79.6%
+106.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.3% |
| 7D | -3.2% | +2.3% | -5.5% | -3.3% |
| 30D | -9.5% | -0.7% | -8.8% | -9.5% |
| 3M | +11.5% | +35.2% | -23.7% | +9.9% |
| 6M | -3.5% | +124.6% | -128.1% | -6.8% |
| YTD | +3.7% | +69.9% | -66.1% | +1.0% |
| 1Y | -7.9% | -2.6% | -5.3% | -9.0% |
| All | +27.1% | -79.6% | +106.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling