+4.9%
SHW vs AMDL
+47.6%
-42.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +22.3% | -23.7% | -1.9% |
| 7D | +3.5% | -26.2% | +29.7% | +3.9% |
| 30D | +9.2% | -57.1% | +66.3% | +10.9% |
| 3M | -5.1% | -29.8% | +24.8% | -5.1% |
| 6M | +6.8% | -22.2% | +29.1% | +4.9% |
| YTD | +7.0% | +142.1% | -135.2% | -0.3% |
| 1Y | +4.1% | +85.8% | -81.7% | -2.2% |
| All | +4.9% | +47.6% | -42.7% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling