+45.6%
SRE vs AMC
-99.3%
+144.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -9.2% | +2.6% | -11.8% | -9.2% |
| 30D | -1.9% | +9.0% | -10.9% | -2.1% |
| 3M | -6.5% | +22.2% | -28.7% | -7.0% |
| 6M | -15.2% | +91.5% | -106.7% | -16.8% |
| YTD | -9.5% | +101.3% | -110.7% | -11.4% |
| 1Y | -13.2% | +20.8% | -34.0% | -14.1% |
| 3Y | +19.5% | -71.3% | +90.8% | +20.9% |
| All | +45.6% | -99.3% | +144.9% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling