+337.5%
AMD vs SRE
+47.8%
+289.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | -0.9% | -0.7% | -0.2% | -0.9% |
| 3M | -8.7% | -6.3% | -2.4% | -7.0% |
| 6M | +136.3% | -10.7% | +147.0% | +144.9% |
| YTD | +123.0% | -3.5% | +126.5% | +123.8% |
| 1Y | +195.2% | +5.3% | +189.9% | +186.6% |
| 3Y | +336.3% | +31.8% | +304.6% | +275.0% |
| All | +337.5% | +47.8% | +289.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling