+45.5%
SRE vs AMCR
-12.3%
+57.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -0.8% | -6.3% | +5.4% | +0.9% |
| 30D | -3.0% | -7.8% | +4.8% | -0.9% |
| 3M | -8.3% | +7.5% | -15.8% | -10.8% |
| 6M | -8.9% | +2.7% | -11.6% | -10.6% |
| YTD | -4.3% | +6.0% | -10.3% | -7.7% |
| 1Y | +2.7% | +7.8% | -5.1% | -1.8% |
| 3Y | +28.7% | +5.8% | +22.9% | +21.0% |
| All | +45.5% | -12.3% | +57.8% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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