-5.6%
SHW vs AMRZ
-19.2%
+13.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -0.8% |
| 7D | -3.2% | -4.7% | +1.5% | -1.6% |
| 30D | -11.4% | -11.3% | -0.1% | -7.6% |
| 3M | +3.5% | -22.1% | +25.5% | +12.5% |
| 6M | -3.4% | -29.6% | +26.2% | +7.5% |
| YTD | -0.3% | -23.3% | +23.0% | +8.1% |
| 1Y | -10.4% | -23.7% | +13.3% | -2.8% |
| All | -5.6% | -19.2% | +13.6% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling