+10.2%
SHW vs AMT
-15.7%
+25.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +1.9% | +1.5% | +0.4% | +1.3% |
| 30D | +8.1% | +6.8% | +1.2% | +5.4% |
| 3M | -2.8% | +11.2% | -14.0% | -6.8% |
| 6M | +15.0% | +12.5% | +2.6% | +9.0% |
| YTD | +9.0% | +12.5% | -3.5% | +3.0% |
| 1Y | +4.5% | +10.1% | -5.6% | -0.5% |
| 3Y | +41.9% | +16.0% | +25.8% | +27.8% |
| All | +10.2% | -15.7% | +25.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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