-10.4%
SHW vs APD
+5.6%
-15.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.5% | -3.5% | -1.0% | -3.7% |
| 30D | -12.7% | -5.1% | -7.6% | -11.7% |
| 3M | +4.7% | +6.9% | -2.2% | +3.2% |
| 6M | -3.4% | +8.1% | -11.5% | -5.4% |
| YTD | -1.3% | +21.2% | -22.6% | -6.2% |
| 1Y | -10.4% | +4.9% | -15.2% | -8.7% |
| All | -10.4% | +5.6% | -15.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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