+651.6%
ABT vs SIMO
+3,332.4%
-2,680.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -0.9% |
| 7D | -3.7% | +4.2% | -7.9% | -3.9% |
| 30D | +2.5% | +4.1% | -1.6% | +2.1% |
| 3M | +20.2% | -12.9% | +33.1% | +20.1% |
| 6M | -2.9% | +110.3% | -113.3% | -9.0% |
| YTD | -11.9% | +178.6% | -190.5% | -19.2% |
| 1Y | -16.5% | +220.0% | -236.5% | -24.3% |
| 3Y | +12.1% | +409.0% | -396.9% | -2.6% |
| 5Y | -7.4% | +277.3% | -284.7% | -18.9% |
| 10Y | +210.7% | +506.6% | -295.9% | +157.5% |
| All | +651.6% | +3,332.4% | -2,680.7% | +452.8% |
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