-13.8%
SRE vs AMC
+39.6%
-53.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -5.6% | -2.8% | -2.8% | -5.7% |
| 30D | -4.5% | +14.0% | -18.5% | -4.1% |
| 3M | -7.7% | +42.5% | -50.2% | -6.7% |
| 6M | -14.4% | +142.6% | -157.0% | -12.5% |
| YTD | -9.4% | +119.2% | -128.6% | -8.0% |
| 1Y | -13.8% | +40.7% | -54.6% | -9.6% |
| All | -13.8% | +39.6% | -53.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling