-16.5%
ABT vs SIMO
+226.2%
-242.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | +0.2% |
| 7D | -3.7% | +4.2% | -7.9% | -3.4% |
| 30D | +2.5% | +4.1% | -1.6% | +3.0% |
| 3M | +20.2% | -12.9% | +33.1% | +20.1% |
| 6M | -2.9% | +110.3% | -113.3% | -2.3% |
| YTD | -11.9% | +178.6% | -190.5% | -11.2% |
| 1Y | -16.5% | +220.0% | -236.5% | -17.3% |
| All | -16.5% | +226.2% | -242.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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