+1.8%
SHW vs AMDL
+95.0%
-93.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | +0.2% |
| 7D | -3.2% | +4.5% | -7.8% | -3.4% |
| 30D | -9.5% | -4.4% | -5.1% | -9.5% |
| 3M | +11.5% | -30.5% | +41.9% | +11.5% |
| 6M | -3.5% | +300.9% | -304.4% | -9.9% |
| YTD | +3.7% | +219.9% | -216.2% | -3.2% |
| 1Y | -7.9% | +374.7% | -382.6% | -16.7% |
| All | +1.8% | +95.0% | -93.3% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling