+48.7%
SRE vs AMBA
-54.5%
+103.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -0.3% | -11.0% | +10.6% | +0.3% |
| 30D | -0.7% | -23.2% | +22.4% | +0.6% |
| 3M | -6.3% | -12.7% | +6.4% | -6.4% |
| 6M | -10.7% | +11.2% | -21.9% | -12.7% |
| YTD | -3.5% | -11.2% | +7.8% | -4.4% |
| 1Y | +5.3% | -22.5% | +27.8% | +4.7% |
| 3Y | +31.8% | -1.3% | +33.1% | +25.4% |
| All | +48.7% | -54.5% | +103.2% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling