+872.7%
SHW vs AMCR
+100.2%
+772.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.2% | -1.9% | -1.4% | -2.6% |
| 30D | -9.5% | -4.1% | -5.4% | -8.1% |
| 3M | +11.5% | +21.7% | -10.2% | +3.9% |
| 6M | -3.5% | +1.5% | -5.0% | -4.3% |
| YTD | +3.7% | +13.1% | -9.4% | -1.3% |
| 1Y | -7.9% | +13.0% | -20.9% | -12.4% |
| 3Y | +24.7% | +6.9% | +17.8% | +19.6% |
| 5Y | +13.6% | -10.5% | +24.0% | +15.7% |
| 10Y | +283.0% | +20.9% | +262.1% | +236.4% |
| All | +872.7% | +100.2% | +772.5% | +747.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling