+24.8%
SRE vs AMC
-59.1%
+83.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.7% |
| 7D | +1.8% | +3.5% | -1.8% | +1.7% |
| 30D | -3.0% | +12.5% | -15.4% | -3.1% |
| 3M | -7.3% | +23.6% | -30.8% | -7.4% |
| 6M | -11.9% | +144.4% | -156.2% | -13.3% |
| YTD | -7.9% | +108.3% | -116.2% | -9.3% |
| 1Y | -11.1% | +38.9% | -50.0% | -11.6% |
| 3Y | +24.8% | -58.9% | +83.7% | +29.6% |
| All | +24.8% | -59.1% | +83.9% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling