+7,228.2%
AMD vs SRE
+110.3%
+7,118.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.8% | +12.5% | +13.0% |
| 7D | +8.9% | -8.4% | +17.3% | +12.5% |
| 30D | -16.4% | -3.2% | -13.2% | -15.4% |
| 3M | +5.2% | -5.3% | +10.5% | +7.0% |
| 6M | +11.7% | -12.6% | +24.3% | +16.7% |
| YTD | +137.5% | -8.8% | +146.2% | +143.4% |
| 1Y | +117.8% | -13.4% | +131.2% | +127.4% |
| 3Y | +348.1% | +24.4% | +323.7% | +301.1% |
| 5Y | +241.5% | +47.3% | +194.2% | +187.1% |
| 10Y | +7,228.2% | +116.7% | +7,111.6% | +5,271.2% |
| All | +7,228.2% | +110.3% | +7,118.0% | +5,271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling