+33.4%
SRE vs AMBA
-1.0%
+34.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -0.3% | -11.0% | +10.6% | +0.2% |
| 30D | -0.7% | -23.2% | +22.4% | +0.5% |
| 3M | -6.3% | -12.7% | +6.4% | -6.5% |
| 6M | -10.7% | +11.2% | -21.9% | -13.2% |
| YTD | -3.5% | -11.2% | +7.8% | -4.6% |
| 1Y | +5.3% | -22.5% | +27.8% | +4.4% |
| All | +33.4% | -1.0% | +34.4% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 3y: compounded portfolio wealth divided by compounded AMBA 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…
3y analysis · Full analysis span regression · 6 months rolling