+105.4%
AMT vs SRE
+118.9%
-13.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | +1.5% | 0.0% | +0.8% |
| 30D | +3.7% | +0.8% | +2.9% | +3.1% |
| 3M | -7.2% | -5.8% | -1.4% | -5.0% |
| 6M | -4.2% | -7.8% | +3.6% | -1.1% |
| YTD | +1.9% | -2.4% | +4.2% | +2.4% |
| 1Y | -6.4% | +8.9% | -15.3% | -10.8% |
| 3Y | +7.7% | +31.1% | -23.3% | -10.6% |
| 5Y | -30.9% | +48.6% | -79.5% | -46.4% |
| 10Y | +105.4% | +126.1% | -20.8% | +24.4% |
| All | +105.4% | +118.9% | -13.5% | +24.4% |
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