-11.5%
SHW vs AMRZ
-24.2%
+12.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -3.1% | -7.5% | +4.4% | -0.3% |
| 30D | -10.0% | -12.4% | +2.4% | -5.6% |
| 3M | +2.3% | -22.4% | +24.6% | +11.6% |
| 6M | +0.7% | -29.5% | +30.2% | +12.2% |
| YTD | +0.5% | -24.1% | +24.6% | +9.7% |
| 1Y | -11.5% | -26.3% | +14.8% | -4.0% |
| All | -11.5% | -24.2% | +12.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling