-29.4%
AMT vs SRE
+45.6%
-75.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | +1.1% | -0.8% | +2.0% | +1.4% |
| 30D | +4.4% | -3.0% | +7.4% | +5.3% |
| 3M | -5.2% | -8.3% | +3.2% | -2.4% |
| 6M | -0.8% | -8.9% | +8.1% | +2.2% |
| YTD | +3.3% | -4.3% | +7.6% | +4.5% |
| 1Y | -6.0% | +2.7% | -8.8% | -7.6% |
| 3Y | +9.6% | +28.7% | -19.1% | -9.4% |
| All | -29.4% | +45.6% | -75.0% | -42.9% |
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