+280.4%
SHW vs AMCR
+14.6%
+265.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.6% |
| 7D | -3.1% | -6.3% | +3.2% | 0.0% |
| 30D | -10.0% | -7.8% | -2.2% | -6.5% |
| 3M | +2.3% | +7.5% | -5.3% | -1.2% |
| 6M | +0.7% | +2.7% | -2.0% | -0.8% |
| YTD | +0.5% | +6.0% | -5.5% | -3.1% |
| 1Y | -11.5% | +7.8% | -19.3% | -15.4% |
| 3Y | +21.3% | +5.8% | +15.5% | +14.7% |
| 5Y | +12.5% | -11.6% | +24.1% | +15.9% |
| All | +280.4% | +14.6% | +265.8% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling