+163.0%
SRE vs AMC
-97.7%
+260.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | -6.5% | +22.2% | -28.7% | -6.8% |
| 6M | -15.2% | +91.5% | -106.7% | -16.2% |
| YTD | -9.5% | +101.3% | -110.7% | -10.6% |
| 1Y | -13.2% | +20.8% | -34.0% | -13.8% |
| 3Y | +19.5% | -71.3% | +90.8% | +19.8% |
| 5Y | +43.6% | -99.2% | +142.8% | +47.4% |
| 10Y | +109.9% | -98.7% | +208.6% | +96.7% |
| All | +163.0% | -97.7% | +260.8% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling