+5.3%
SRE vs AMRZ
-14.5%
+19.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | -1.9% | +1.6% | -0.2% |
| 30D | -0.7% | -16.9% | +16.2% | +0.3% |
| 3M | -6.3% | -19.2% | +12.9% | -5.3% |
| 6M | -10.7% | -29.3% | +18.6% | -9.2% |
| YTD | -3.5% | -18.0% | +14.5% | -2.8% |
| 1Y | +5.3% | -15.1% | +20.4% | +5.5% |
| All | +5.3% | -14.5% | +19.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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