+20,418.4%
SHW vs AME
+18,709.1%
+1,709.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -3.2% | +0.6% | -3.9% | -3.4% |
| 30D | -9.5% | -6.7% | -2.8% | -7.3% |
| 3M | +11.5% | +4.1% | +7.4% | +9.7% |
| 6M | -3.5% | +1.6% | -5.1% | -4.2% |
| YTD | +3.7% | +16.1% | -12.4% | -1.7% |
| 1Y | -7.9% | +27.3% | -35.2% | -15.7% |
| 3Y | +24.7% | +50.9% | -26.2% | +7.0% |
| 5Y | +13.6% | +81.4% | -67.8% | -8.3% |
| 10Y | +283.0% | +417.0% | -134.0% | +121.5% |
| All | +20,418.4% | +18,709.1% | +1,709.3% | +5,586.9% |
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