-12.3%
SHW vs AMDL
+505.2%
-517.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.7% | -14.0% | -2.3% |
| 7D | -1.2% | +19.9% | -21.1% | -1.2% |
| 30D | -11.6% | +6.3% | -17.9% | -11.6% |
| 3M | +9.1% | -9.9% | +19.0% | +8.8% |
| 6M | -0.7% | +394.3% | -395.0% | -0.3% |
| YTD | +1.4% | +257.3% | -255.9% | +1.2% |
| 1Y | -12.3% | +508.5% | -520.8% | -7.2% |
| All | -12.3% | +505.2% | -517.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling