+671.5%
ABT vs SIMO
+2,211.6%
-1,540.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.3% |
| 7D | +0.3% | -8.2% | +8.5% | +0.6% |
| 30D | +11.6% | -34.6% | +46.3% | +13.6% |
| 3M | +3.1% | -32.6% | +35.8% | +4.4% |
| 6M | +32.8% | -31.8% | +64.6% | +33.1% |
| YTD | -9.6% | +87.6% | -97.2% | -15.9% |
| 1Y | -10.4% | +86.7% | -97.0% | -16.6% |
| 3Y | +25.8% | +227.4% | -201.6% | +11.3% |
| 5Y | -3.4% | +173.0% | -176.4% | -14.7% |
| 10Y | +232.9% | +409.6% | -176.8% | +176.9% |
| All | +671.5% | +2,211.6% | -1,540.2% | +475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling