-9.9%
ABT vs SIMO
+297.1%
-307.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -2.5% |
| 7D | -3.1% | +14.6% | -17.7% | -3.0% |
| 30D | -2.1% | +6.2% | -8.3% | -2.0% |
| 3M | +17.4% | +3.6% | +13.9% | +17.4% |
| 6M | -2.4% | +130.8% | -133.2% | -5.1% |
| YTD | -14.2% | +195.8% | -210.0% | -17.6% |
| 1Y | -18.3% | +225.0% | -243.3% | -22.1% |
| 3Y | +11.5% | +452.3% | -440.8% | +1.9% |
| 5Y | -9.9% | +303.6% | -313.5% | -15.1% |
| All | -9.9% | +297.1% | -307.0% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling