+295.8%
AMD vs SRE
+51.9%
+243.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +5.5% |
| 7D | +44.7% | -1.1% | +45.8% | +45.2% |
| 30D | -3.3% | -4.1% | +0.8% | -1.8% |
| 3M | +21.2% | -7.3% | +28.5% | +24.3% |
| 6M | +30.6% | -14.1% | +44.7% | +37.5% |
| YTD | +173.3% | -8.5% | +181.8% | +179.7% |
| 1Y | +126.1% | -12.0% | +138.1% | +135.1% |
| 3Y | +393.5% | +23.4% | +370.2% | +332.0% |
| 5Y | +295.8% | +51.3% | +244.5% | +211.2% |
| All | +295.8% | +51.9% | +243.8% | +211.2% |
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