+8,732.1%
AMD vs SRE
+118.9%
+8,613.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.6% | +3.2% |
| 7D | +14.0% | +1.5% | +12.6% | +13.4% |
| 30D | +11.0% | +0.8% | +10.1% | +10.4% |
| 3M | +9.6% | -5.8% | +15.4% | +11.7% |
| 6M | +157.1% | -7.8% | +164.9% | +163.3% |
| YTD | +143.3% | -2.4% | +145.7% | +143.5% |
| 1Y | +234.4% | +8.9% | +225.5% | +221.3% |
| 3Y | +391.2% | +31.1% | +360.1% | +329.9% |
| 5Y | +390.9% | +48.6% | +342.3% | +309.0% |
| 10Y | +8,732.1% | +126.1% | +8,606.0% | +6,093.8% |
| All | +8,732.1% | +118.9% | +8,613.2% | +6,093.8% |
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