+48.7%
SRE vs AMC
-99.4%
+148.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -5.0% | -0.7% |
| 7D | -0.3% | +2.3% | -2.6% | -0.4% |
| 30D | -0.7% | -0.7% | 0.0% | -0.7% |
| 3M | -6.3% | +35.2% | -41.5% | -7.2% |
| 6M | -10.7% | +124.6% | -135.2% | -12.8% |
| YTD | -3.5% | +69.9% | -73.3% | -5.2% |
| 1Y | +5.3% | -2.6% | +7.9% | +4.7% |
| 3Y | +31.8% | -79.8% | +111.6% | +33.9% |
| All | +48.7% | -99.4% | +148.1% | +61.4% |
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