+22.8%
SRE vs AMDL
+102.5%
-79.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -17.6% | +18.3% | +1.2% |
| 7D | +1.8% | +37.2% | -35.5% | +0.7% |
| 30D | -3.0% | -24.0% | +21.1% | -2.9% |
| 3M | -7.3% | -1.0% | -6.2% | -8.1% |
| 6M | -11.9% | -3.2% | -8.7% | -13.6% |
| YTD | -7.9% | +232.2% | -240.1% | -15.3% |
| 1Y | -11.1% | +137.7% | -148.9% | -17.2% |
| All | +22.8% | +102.5% | -79.7% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling