+15.0%
SRE vs AMRZ
-20.3%
+35.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -0.7% | -8.1% | +7.4% | -0.4% |
| 30D | -1.7% | -14.8% | +13.1% | -1.1% |
| 3M | -7.1% | -19.7% | +12.7% | -6.2% |
| 6M | -8.4% | -30.8% | +22.4% | -7.0% |
| YTD | -3.5% | -24.3% | +20.8% | -2.5% |
| 1Y | +5.4% | -24.0% | +29.4% | +6.2% |
| All | +15.0% | -20.3% | +35.3% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling