-98.7%
AMC vs SIMO
+379.7%
-478.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.2% | +1.4% |
| 7D | +2.6% | -22.0% | +24.6% | +5.8% |
| 30D | +9.0% | -43.0% | +52.1% | +16.8% |
| 3M | +22.2% | -39.1% | +61.3% | +28.8% |
| 6M | +91.5% | -33.3% | +124.7% | +94.6% |
| YTD | +101.3% | +77.0% | +24.3% | +66.1% |
| 1Y | +20.8% | +73.0% | -52.2% | 0.0% |
| 3Y | -71.3% | +215.7% | -287.0% | -79.6% |
| 5Y | -99.2% | +155.6% | -254.9% | -99.4% |
| All | -98.7% | +379.7% | -478.4% | -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