+21,505.5%
SHW vs AME
+18,999.6%
+2,505.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.7% | +8.1% | -7.4% | -2.0% |
| 30D | +8.4% | -3.8% | +12.2% | +9.5% |
| 3M | -2.2% | -6.6% | +4.4% | -0.3% |
| 6M | +13.3% | +4.6% | +8.8% | +10.9% |
| YTD | +9.2% | +17.9% | -8.7% | +2.5% |
| 1Y | +2.9% | +23.2% | -20.3% | -4.9% |
| 3Y | +41.1% | +62.9% | -21.8% | +17.3% |
| 5Y | +11.0% | +77.5% | -66.6% | -10.2% |
| 10Y | +341.2% | +444.7% | -103.4% | +150.1% |
| All | +21,505.5% | +18,999.6% | +2,505.9% | +5,830.6% |
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