+1,064.6%
AMT vs SRE
+1,436.4%
-371.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +0.4% | -8.4% | +8.7% | +4.1% |
| 30D | +3.7% | -3.2% | +6.9% | +5.0% |
| 3M | +10.7% | -5.3% | +16.0% | +13.0% |
| 6M | +9.3% | -12.6% | +21.9% | +15.1% |
| YTD | +10.9% | -8.8% | +19.7% | +14.6% |
| 1Y | +10.5% | -13.4% | +23.9% | +16.6% |
| 3Y | +15.5% | +24.4% | -8.8% | +0.6% |
| 5Y | -20.6% | +47.3% | -67.9% | -35.9% |
| 10Y | +124.5% | +116.7% | +7.9% | +49.2% |
| All | +1,064.6% | +1,436.4% | -371.7% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling