+634.9%
SRE vs AMP
+2,089.3%
-1,454.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | +0.8% | -1.0% | +1.8% | +1.0% |
| 3M | -5.8% | +23.2% | -29.0% | -11.4% |
| 6M | -7.8% | +20.4% | -28.2% | -13.0% |
| YTD | -2.4% | +13.6% | -16.0% | -6.7% |
| 1Y | +8.9% | +13.4% | -4.4% | +3.9% |
| 3Y | +31.1% | +66.5% | -35.4% | +11.4% |
| 5Y | +48.6% | +120.2% | -71.6% | +14.5% |
| 10Y | +126.1% | +576.5% | -450.4% | +21.2% |
| All | +634.9% | +2,089.3% | -1,454.4% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling