+373.4%
AMD vs SRE
+22.5%
+350.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +13.1% | -5.6% | +18.8% | +15.3% |
| 30D | -7.0% | -4.5% | -2.5% | -5.6% |
| 3M | +16.6% | -7.7% | +24.3% | +19.2% |
| 6M | +20.5% | -14.4% | +34.9% | +25.9% |
| YTD | +158.2% | -9.4% | +167.6% | +163.7% |
| 1Y | +132.8% | -13.8% | +146.6% | +141.9% |
| All | +373.4% | +22.5% | +350.9% | +364.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling