+20.7%
SRE vs AMDL
+47.6%
-26.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +22.3% | -24.4% | -2.7% |
| 7D | -9.2% | -26.2% | +17.0% | -8.7% |
| 30D | -1.9% | -57.1% | +55.2% | -0.1% |
| 3M | -6.5% | -29.8% | +23.3% | -6.4% |
| 6M | -15.2% | -22.2% | +7.0% | -16.4% |
| YTD | -9.5% | +142.1% | -151.6% | -15.9% |
| 1Y | -13.2% | +85.8% | -99.0% | -18.7% |
| All | +20.7% | +47.6% | -26.9% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling