-4.0%
SHW vs AMRZ
-17.3%
+13.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -0.8% |
| 7D | -1.2% | -2.0% | +0.8% | -0.5% |
| 30D | -11.6% | -9.8% | -1.8% | -8.3% |
| 3M | +9.1% | -17.2% | +26.3% | +16.2% |
| 6M | -0.7% | -26.9% | +26.3% | +9.2% |
| YTD | +1.4% | -21.5% | +22.8% | +9.0% |
| 1Y | -12.3% | -22.9% | +10.6% | -5.3% |
| All | -4.0% | -17.3% | +13.3% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling