+2.7%
SRE vs AMP
+14.8%
-12.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -0.8% | -0.5% | -0.3% | -0.9% |
| 30D | -3.0% | -1.3% | -1.7% | -3.0% |
| 3M | -8.3% | +24.2% | -32.5% | -7.9% |
| 6M | -8.9% | +24.6% | -33.5% | -8.4% |
| YTD | -4.3% | +14.8% | -19.1% | -4.5% |
| 1Y | +2.7% | +12.8% | -10.0% | +4.7% |
| All | +2.7% | +14.8% | -12.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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