+284.1%
SHW vs AME
+425.2%
-141.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.3% |
| 7D | -3.2% | +1.3% | -4.5% | -4.0% |
| 30D | -11.4% | -6.6% | -4.8% | -7.8% |
| 3M | +3.5% | +3.0% | +0.5% | +1.2% |
| 6M | -3.4% | +5.3% | -8.7% | -6.8% |
| YTD | -0.3% | +15.4% | -15.8% | -9.2% |
| 1Y | -10.4% | +26.8% | -37.2% | -23.3% |
| 3Y | +21.3% | +56.5% | -35.2% | -10.8% |
| 5Y | +12.9% | +85.2% | -72.4% | -25.8% |
| 10Y | +284.1% | +428.5% | -144.4% | +46.2% |
| All | +284.1% | +425.2% | -141.1% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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