-98.7%
AMC vs SIMO
+395.4%
-494.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +5.5% | -16.0% | +21.5% | +7.9% |
| 30D | +16.1% | -35.8% | +51.9% | +22.5% |
| 3M | +43.0% | -26.5% | +69.5% | +47.1% |
| 6M | +130.7% | -33.0% | +163.7% | +134.7% |
| YTD | +121.8% | +84.3% | +37.5% | +82.1% |
| 1Y | +40.7% | +82.0% | -41.3% | +15.7% |
| 3Y | -56.8% | +218.5% | -275.3% | -69.2% |
| 5Y | -99.1% | +175.0% | -274.1% | -99.3% |
| 10Y | -98.7% | +407.5% | -506.2% | -99.2% |
| All | -98.7% | +395.4% | -494.1% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling