+310.4%
SRE vs AMCR
+97.2%
+213.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | +1.5% | -6.3% | +7.7% | +3.3% |
| 30D | +0.8% | -7.1% | +8.0% | +2.8% |
| 3M | -5.8% | +12.7% | -18.5% | -9.4% |
| 6M | -7.8% | +5.2% | -13.0% | -10.0% |
| YTD | -2.4% | +8.1% | -10.4% | -6.0% |
| 1Y | +8.9% | +11.7% | -2.8% | +3.6% |
| 3Y | +31.1% | +9.9% | +21.2% | +23.9% |
| 5Y | +48.6% | -8.7% | +57.3% | +47.4% |
| 10Y | +126.1% | +16.8% | +109.3% | +97.1% |
| All | +310.4% | +97.2% | +213.1% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling