+142.4%
AMT vs SRE
+127.7%
+14.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +1.5% | +1.8% | -0.2% | +0.7% |
| 30D | +6.8% | -3.0% | +9.8% | +8.1% |
| 3M | +11.2% | -7.3% | +18.5% | +14.6% |
| 6M | +12.5% | -11.9% | +24.4% | +18.3% |
| YTD | +12.5% | -7.9% | +20.4% | +15.8% |
| 1Y | +10.1% | -11.1% | +21.3% | +15.1% |
| 3Y | +16.0% | +24.8% | -8.8% | -1.7% |
| 5Y | -17.2% | +52.4% | -69.5% | -36.7% |
| All | +142.4% | +127.7% | +14.8% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling