+37.2%
AMGN vs SRE
+4.6%
+32.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.3% |
| 7D | -13.7% | -0.8% | -12.9% | -13.6% |
| 30D | -8.8% | -3.0% | -5.8% | -8.7% |
| 3M | +7.2% | -8.3% | +15.5% | +8.6% |
| 6M | +1.3% | -8.9% | +10.2% | +2.9% |
| YTD | +17.6% | -4.3% | +21.9% | +19.8% |
| 1Y | +37.2% | +2.7% | +34.4% | +40.2% |
| All | +37.2% | +4.6% | +32.6% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling