+199.0%
AMD vs SRE
+43.0%
+156.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.1% | +11.8% |
| 7D | -11.0% | -9.2% | -1.9% | -7.8% |
| 30D | -30.5% | -1.9% | -28.6% | -30.0% |
| 3M | -8.2% | -6.5% | -1.7% | -6.2% |
| 6M | +6.6% | -15.2% | +21.8% | +12.7% |
| YTD | +109.7% | -9.5% | +119.1% | +115.3% |
| 1Y | +88.9% | -13.2% | +102.1% | +97.2% |
| 3Y | +301.8% | +19.5% | +282.3% | +257.5% |
| All | +199.0% | +43.0% | +156.0% | +147.7% |
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 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