+2,771.0%
SHW vs AMP
+2,123.7%
+647.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -3.2% | +0.2% | -3.5% | -3.3% |
| 30D | -9.5% | -0.1% | -9.4% | -9.5% |
| 3M | +11.5% | +23.6% | -12.1% | +4.1% |
| 6M | -3.5% | +20.4% | -23.9% | -9.3% |
| YTD | +3.7% | +15.4% | -11.7% | -1.5% |
| 1Y | -7.9% | +11.0% | -18.9% | -11.6% |
| 3Y | +24.7% | +70.5% | -45.8% | +3.4% |
| 5Y | +13.6% | +121.4% | -107.8% | -14.5% |
| 10Y | +283.0% | +575.6% | -292.6% | +91.9% |
| All | +2,771.0% | +2,123.7% | +647.3% | +926.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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