+10.7%
SRE vs AMC
-6.9%
+17.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | +1.9% | -1.2% | +3.1% | +1.9% |
| 3M | -3.3% | +42.2% | -45.5% | -2.1% |
| 6M | -6.4% | +118.8% | -125.2% | -5.4% |
| YTD | -1.8% | +64.1% | -65.9% | -0.7% |
| 1Y | +10.7% | -9.5% | +20.3% | +10.9% |
| All | +10.7% | -6.9% | +17.7% | +10.9% |
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