+260.6%
SRE vs AMBA
+799.6%
-539.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -8.2% | -2.6% | -5.5% | -8.0% |
| 30D | -3.6% | -10.5% | +6.8% | -3.0% |
| 3M | -6.3% | -26.4% | +20.2% | -4.5% |
| 6M | -13.0% | -20.9% | +7.9% | -12.9% |
| YTD | -9.2% | -14.8% | +5.6% | -10.1% |
| 1Y | -13.1% | -36.1% | +22.9% | -12.2% |
| 3Y | +22.4% | +20.2% | +2.2% | +14.9% |
| 5Y | +47.1% | -67.2% | +114.4% | +46.9% |
| 10Y | +121.0% | +5.0% | +116.0% | +91.5% |
| All | +260.6% | +799.6% | -539.0% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling