+133.5%
AMT vs SRE
+120.6%
+13.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.4% | -5.6% | +3.3% | +0.1% |
| 30D | +4.2% | -4.5% | +8.7% | +6.2% |
| 3M | +13.4% | -7.7% | +21.1% | +17.1% |
| 6M | +9.4% | -14.4% | +23.8% | +16.6% |
| YTD | +11.7% | -9.4% | +21.1% | +15.8% |
| 1Y | +7.1% | -13.8% | +21.0% | +13.6% |
| 3Y | +15.1% | +22.2% | -7.1% | -1.6% |
| 5Y | -17.9% | +50.5% | -68.3% | -37.0% |
| 10Y | +133.5% | +124.1% | +9.4% | +40.3% |
| All | +133.5% | +120.6% | +13.0% | +40.3% |
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