+40.2%
AMC vs SIMO
+94.5%
-54.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.6% | +16.9% | +7.2% |
| 7D | +17.7% | -16.9% | +34.6% | +17.6% |
| 30D | +26.2% | -35.4% | +61.5% | +25.6% |
| 3M | +31.3% | -31.9% | +63.2% | +30.9% |
| 6M | +142.8% | -19.3% | +162.1% | +142.0% |
| YTD | +125.6% | +98.5% | +27.2% | +94.6% |
| 1Y | +40.2% | +100.5% | -60.3% | +20.2% |
| All | +40.2% | +94.5% | -54.2% | +20.2% |
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 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