+9.8%
SRE vs AMRZ
-19.2%
+29.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.8% | -2.1% | +3.8% | +1.9% |
| 30D | -3.0% | +13.0% | -16.0% | -3.5% |
| 3M | -7.3% | -12.1% | +4.8% | -6.8% |
| 6M | -11.9% | -19.1% | +7.3% | -11.1% |
| YTD | -7.9% | -23.3% | +15.4% | -7.0% |
| 1Y | -11.1% | -16.6% | +5.4% | -10.3% |
| All | +9.8% | -19.2% | +29.0% | +10.6% |
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