+21.9%
SRE vs AMDL
+145.7%
-123.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.9% | -10.9% | +0.7% |
| 7D | -1.1% | +103.5% | -104.6% | -3.1% |
| 30D | -4.1% | -18.3% | +14.2% | -4.1% |
| 3M | -7.3% | +20.1% | -27.4% | -8.5% |
| 6M | -14.1% | +15.9% | -30.0% | -16.1% |
| YTD | -8.5% | +303.0% | -311.5% | -16.2% |
| 1Y | -12.0% | +164.0% | -176.0% | -18.1% |
| All | +21.9% | +145.7% | -123.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling