+10.7%
SRE vs AMDL
+505.2%
-494.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.7% | -10.0% | +1.6% |
| 7D | +1.4% | +19.9% | -18.5% | +1.3% |
| 30D | +1.9% | +6.3% | -4.4% | +1.8% |
| 3M | -3.3% | -9.9% | +6.6% | -3.4% |
| 6M | -6.4% | +394.3% | -400.7% | -9.4% |
| YTD | -1.8% | +257.3% | -259.1% | -4.9% |
| 1Y | +10.7% | +508.5% | -497.8% | +8.0% |
| All | +10.7% | +505.2% | -494.5% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling