+21,774.2%
SHW vs AME
+18,892.6%
+2,881.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 30D | +11.1% | -4.1% | +15.2% | +12.3% |
| 3M | -2.2% | -6.3% | +4.2% | -0.3% |
| 6M | +14.3% | +3.5% | +10.8% | +12.3% |
| YTD | +10.6% | +17.3% | -6.7% | +4.0% |
| 1Y | +4.1% | +22.0% | -17.9% | -3.5% |
| 3Y | +42.9% | +62.0% | -19.2% | +19.0% |
| 5Y | +14.2% | +78.5% | -64.3% | -7.7% |
| 10Y | +346.7% | +441.6% | -94.9% | +153.7% |
| All | +21,774.2% | +18,892.6% | +2,881.6% | +5,916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling